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Kiran
2015-05-28

0

Multiple Sell Order Types in a single system
Would like to have multiple order types in a system, ideally have each with its own Sell condition trigger e.g. a Stop order, Limit order and a Market order

1) Can I use multiple SetSimTiming and SellPrice...



one response
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austin
2015-05-27

0

Create a large amount of custom ratios
Hi.

If I had a list of pairs in excel that I would like to create custom ratios for (Upwards of 5000 correlated pairs) in the POT/MOS type format, how would I do this quickly without having to create...



one response
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Kiran
2015-05-26

0

Sort rules dynamically based on BuyInd performance
I want to sort 40 rules in a rule-set dynamically (based on BuyInd(<rule>, 4,60) perfromance) and apply the rule with the best performance in the trading system simulation.
How do i do that in the
...



one response
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Karthik
2015-05-25

0

Domestic Institutional Investors - India
Can anyone please let me know the source to access the historical Domestic Institutional Investors (DII) data with reference to Indian markets ?




No responses
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fiverr
2015-05-24

0

Unlimited Access to the Sharing Server
What is in the sharing server? Can we have access to intraday day for the past 5 years?




one response
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Gaz
2015-05-19

0

Bloomberg DDE
Hi All,

Has anyone implemented historic data download via Bloomberg? More specifically, can a downloader be configured to update quotes via the native Bloomberg formulas BDH or BDP?...



2 responses
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Kiran
2015-05-18

0

How to "OR" 20 Buy rules from a Ruleset?
I have a ruleset of 20-30 rules.
How do i Or them in the Strategy script or using Masks?
...



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Kyra Packens
2015-05-17
 Answered 

0

Trouble with GetSeries
Hi, I am having some trouble with the GetSeries function that I hope that someone can help me with.

The issue is this: on certain formulas on charts and in backtesting GetSeries is returning only NaN's...



5 responses
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boler5r4
2015-05-14
 Answered 

0

I want the volume of previous day (or bar)
I want the volume of previous day (or bar)

PerValueInc(volume,1) ?????????? or Ref(volume,1) ???...



2 responses
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boler5r4
2015-05-12
 Answered 

0

backtesting, I want to buy and sell only 1 stock for every 5 days.
How I do that? In my backtesting I don't want him to hold my stock forever.
I want him to change it everyweek.
...



2 responses
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Kiran
2015-05-11

0

Slippage and Same-day StopLoss activation
Hi,

I have a system (Buy = <condition> at next bar Open) with Stop Loss activated in the same bar....



one response
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Kiran
2015-05-10

0

Stop orders execute today vs tomorrow - potential peek-ahead?
I have the following 2 systems that are identical, with the difference -
A) one executes today based on last 3 days lookback
B) other executes Stop orders tomorrow based on today's and last 2 days lookback...



2 responses
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Balaji
2015-05-10

0

Testing intraday strategy , but couldn't replicate thru formula.
I was trying to backtesting my strategy and but the software is not returning any results or summary. I don't know whether there is any error in the logic or syntax of the usage of the software.

Can...



one response
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Kiran
2015-05-04

0

Lookup Earnings Announcement date and trade on post-earnings day
I have an intra-day system that needs to trade the morning after earning release.
How do i lookup the earning date in the earning_cal custom database (string format) and compare to the date of current
...



7 responses
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Kiran
2015-05-03

0

Analyze correlations between rules and next-day upward price movements
Am trying to see correlations between several rules and "next-day" price movement measured as ref(high,-1) - ref(open,-1) (i.e. max upward movement of price), in order to develop some intra-day systems.

...



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Kiran
2015-05-03

0

Intraday Variable for 'Entry Bar' and 'First Bar Of Day'
In intra-day strategy, how do i access ..

1) price at the bar at which the position was entered? I want to enter a StopLoss in Points as follows - ...



one response
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Kiran
2015-04-29

0

Optimize ranking system within a trading system?
I have a ranking system of 2 factors with parameters (e.g. sharpe(close, per) where per needs to be optimized from (10,70,10).
If i define it through the Ranking System Manager and include it through the
...



one response
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Mark
2015-04-29

0

NSE Nifty - S&P CNX Nifty downloader gives 'No Data Available'
Hi,

I have been trying to download the NSE Nifty - S&P CNX Nifty data and it gives me 'No Data Available' message for all the indices. Is there any new downloader for downloading the NSE indices?...



8 responses
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Kiran
2015-04-26

0

Easy way to hedge portfolio during bear markets?
How do i specify in the Strategy script to buy TLT upon Bear market signal and sell upon Bull signals?
My trading system is a simple market timer with 1 symbol (SPY) as follows -
...



3 responses
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Kiran
2015-04-26

0

Ranking System optimization - how to interpret?
I ran PBIL optimization through a couple of ranking systems (conceptually quite powerful), but the results are confusing, because the weights of the factors don't add up to 100%.
E.g. i have a system
...



2 responses
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Kiran
2015-04-26

0

Futures data - overwrites stock symbols, issues with point value
I downloaded the futures data from http://www.quantshare.com/item-1402-eod-data-for-futures, but noticed that most symbols overwrites stock symbols - (e.g. LB is Lumber and LL Bean stock, CL is a future

...



one response
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Matt Johnson
2015-04-25

0

No overnight positions
Is it possible to set up a close/cover rule or stop so that all positions are exited before the close of the trading day? If so can you please provide the code to do so. I am working on a 1-minute intraday

...



2 responses
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Dave Walton
2015-04-24

0

Symbols stored in memory for backtesting/optimization
Hi QS,

a while back I asked for a feature to programatically allow turning off the option to cache price data in memory so that data can be modified on the fly. It appears you made some change because...



3 responses
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Kiran
2015-04-23

0

Sortino ratio indicator -
Per definition, Sortino ratio calculates the Downside Standard Deviation by discarding all +ve returns (or returns > "risk-free rate") in the calculation of Std Dev.

I looked at the code of the Sortino...



one response
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Kiran
2015-04-23

0

Intraday historic data for US stocks for 3-4 years or longer?
I'm looking for intraday data (5min, 15min, 30min candles) for US stocks going back at least 3-5 years or longer. (10-15days isn't sufficient to test robustness of a system).

Is there some way i can...



3 responses
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Felix Turian
2015-04-22

0

Futures Contracts
Hello,

im looking for Futures Data but all ive found was some kind of Nearest Future on daily basis. Is it possible to get the single contracts and is it possible to connect them in a way i can choose,...



one response
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Kiran
2015-04-21

0

Reuse optimization parameters from Strategy script in Money Mgmt
How do i reuse optimization parameters from the Strategy script (e.g. N-bar Stop "hold Period", RSI period used to rank stocks for Buy signals, etc.) in my Money Mgmt script?

I came across this blog below...



5 responses
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Greg
2015-04-19

0

Compare strategy total returns or benchmarks on a percentage scale
Hi!
I'm new to QuantShare and I'm experimenting with basic features.
I have implemented some simple trading strategies and I would like to compare their equity curves to some benchmarks like S&P500...



6 responses
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ymlee
2015-04-19

0

Excel COM Addin Not Loaded
Hi QS or anyone could help,

Excel COM Addins is not loaded when I open Excel file from QS, but it is loaded when I execute in Desktop or directly open Excel file....

Tags: Excel


4 responses
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Kiran
2015-04-17

0

Trading system on ranks ruleset but doesn't optimize
I have a simple trading system based on a ruleset with 30 rank-metrics, and need to iterate through these - I have set to 10 positions, Stop 5-bar, Trailing Stop 10%.

The system simulates fine, but when...



one response
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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.