Trading Software, Sharing Server and Social Network http://www.quantshare.com/ Corporate Trading Hola Stock People!!!!
New user who just purchased the software.


So I would like to suggest that at the top or bottom of every candle stick on a graph a % is listed as to the gain.
.I am looking at a yearly basis, but this would work just as well on a daily, weekly, monthly. Then you could quickly tell what the stock
has gained/ lost at a glance. Also posibly a percentage x,y chart instead of/ in additon to price. Then you can quickly see what a stock has done, is doing,
and what you estimate it will do in terms of ROI. aka a percentage.

Thanks to the brilliant person in advance who makes this happen :)

http://www.quantshare.com/title-993-candle-stick-indicator http://www.quantshare.com/title-993-candle-stick-indicator Mon, 10 Jun 2013 13:34:29 MSK hello, how to define futures symbols e. g. "ym" or "es" for interactive brokers data provider? http://www.quantshare.com/title-991-futures-symbol-definition-for-interactive-brokers http://www.quantshare.com/title-991-futures-symbol-definition-for-interactive-brokers Fri, 31 May 2013 22:24:15 MSK I need to download a list of stock's end of day data (EOD) at the same day (a few hours after market closed). US market close at 4:00PM and I need data around 7:00PM for analysis and preparing next day's trade. However, I use "yahoo eod quotes" and I have to wait to the next day to get today's data. I also tried to use "Daily Stock Quotes" , it only download one value. I'm not sure it is the nature of the trade object or I did not configure it correctly.
Here is what I want to do:
1) download EOD data of my list (about 200 stocks) every day after market close.
2) download EOD data of whole NYSC, NASDQA and AMEX anytime within 2-3 days
How to configure download trade object(s) to achive this?
Thanks in advance
http://www.quantshare.com/title-990-can-i-download-eod-data-a-few-hours-after-market-closed http://www.quantshare.com/title-990-can-i-download-eod-data-a-few-hours-after-market-closed Fri, 31 May 2013 20:57:26 MSK How can the historical volatility be calculated and plotted on a pane? http://www.quantshare.com/title-989-historical-volatility http://www.quantshare.com/title-989-historical-volatility Thu, 30 May 2013 07:35:09 MSK I've downloaded the 31 Forex EOD data posted by Tom Huggens. Trouble is I can't seem to see the data anywhere in Quantshare.
I've tried pasting the symbols (eg AUDUSD) into a watch list but the data will not chart and I get a prompt do download the data per symbol (no success here).

What am I missing. for instance, how should I use QS to go looking for the list?

Thanks
Mike
http://www.quantshare.com/title-988-31-forex-pairs http://www.quantshare.com/title-988-31-forex-pairs Fri, 24 May 2013 18:02:13 MSK During simulation (backtesting), if number of buy candidates is more than that of available open positions, how does QuantShare select candidate to be included in the portfolio? Is it random or there are algorithms to rank the candidates? http://www.quantshare.com/title-987-backtest-if-number-of-buy-is-more-than-open-positions-how-qs-select http://www.quantshare.com/title-987-backtest-if-number-of-buy-is-more-than-open-positions-how-qs-select Mon, 20 May 2013 22:12:11 MSK I'd like to do backtesting against a dynamic watch list during 2006 to 2010 period. I'm not sure how does QuantShare handle the list. Is QS able to generate a list of symbols base on historical conditions (from 2006 to 2010) and perform simulation against the historical dynamic list?
Many Thanks. http://www.quantshare.com/title-986-backtest-against-dynamic-watchlist http://www.quantshare.com/title-986-backtest-against-dynamic-watchlist Mon, 20 May 2013 21:13:22 MSK Hi!

I work with the Swedish Stock exchange stocks, and my problem is that the historical prices
from Yahoo is available for download very late in the evening, or the day after. I want to plan
my actions for next day in the evening.

Is it a way that I can see today´s quote in the historical view(using intraday quotes), or is there
another way to solve this problem?

Leif Axelsson
Sweden http://www.quantshare.com/title-985-today-acute;s-quote-in-historical-view http://www.quantshare.com/title-985-today-acute;s-quote-in-historical-view Thu, 16 May 2013 12:32:47 MSK I'd like to make my trading behavior different depending on whether it's the day before/after an earnings announcement or not. I found this item, which can download the data: http://www.quantshare.com/item-742-historical-earnings-calendar-for-major-stock-exchanges. However, I can't figure out how to use it in a strategy script. I've tried to following snippet of code to detect whether I'm processing the bar before which earnings will be announced:

earnings_var = GetData('earnings_cal', 'etime',String);
after_close = "After Market Close";
is_earnings = earnings_var == after_close;

As far as I can tell, is_earnings never gets set to true. Can anybody help me figure out how to use the earnings data?

Thanks,

Scott http://www.quantshare.com/title-984-how-can-i-incorporate-earnings-release-data-into-my-backtests-scripts http://www.quantshare.com/title-984-how-can-i-incorporate-earnings-release-data-into-my-backtests-scripts Tue, 14 May 2013 22:57:25 MSK Hi,

I've been playing around with QuantShare trying to get the hang of it, and I haven't been able to figure out how to backtest a very simple strategy. All I want to do is buy the open and sell the close every day, for a single stock. In the strategy section I've got Long only, "Buy at open of today" with the rule just "1", and "Sell at close of today", again with the rule just "1".

When I run this, it appears that instead of buying the open and selling the close each day, I buy the open each day, and then close that position the following day. IE, it would buy the open Monday, then sell the close Tuesday, rather than buying the open Monday and selling the close that same day. What am I doing wrong?

Thanks for the help,

Scott http://www.quantshare.com/title-983-backtest-buy-open-sell-close-every-day http://www.quantshare.com/title-983-backtest-buy-open-sell-close-every-day Sun, 12 May 2013 00:51:42 MSK I like stocks that have entered into a narrow trending channel. As such these stocks should conform closely to the linear regression line taken over period of
interest (probably the last n bars or so).
******************************************************************************************
if the regression line is y=ax+b
and is the best fit over the period
//ref(close,period) would be the close at the beginning of the period
// b would be the value of the linear reg. line at the beginning of the period
sumsq=0;
For n=0 to period
linregr=b+n*a; value of linear regression line a point x
sumsq+=(ref(close,x-period)-linregr)^2;
end

answer=sqrt(sumsq); // the smaller this number is, the closer the data is to the linear regression line

******************************************************************************************
I hope somebody can understand this "structured english" rambling and point me in the right direction.

Any insights?



http://www.quantshare.com/title-982-quality-of-fit-of-close-to-linear-regression-for-last-n-bars http://www.quantshare.com/title-982-quality-of-fit-of-close-to-linear-regression-for-last-n-bars Fri, 10 May 2013 04:11:54 MSK Lets say my buy rule is rsi(4) < 20. Exit is N-bar stop with a value of 2.

If the bar that generates the exit signal still meets the buy rule I do not want to exit and move the exit by another 2 bars.

How do I do this? I know that I should use the ClosePosition event but after that I am a bit clueless on what to do.

http://www.quantshare.com/title-981-need-help-with-a-mm-script http://www.quantshare.com/title-981-need-help-with-a-mm-script Thu, 09 May 2013 06:29:02 MSK How do you add a benchmark (share code or etf code to a manual portfolio) this portfolio is traded manually and it would be great to see the Alpha etc. of this portfolio against an ETF benchmark.

Thank you very much http://www.quantshare.com/title-980-manual-portfolio-adding-a-benchmark http://www.quantshare.com/title-980-manual-portfolio-adding-a-benchmark Mon, 06 May 2013 23:15:08 MSK How do I make searchfor periods (after and within) dynamic?

i try using

tod=barssinse (rsi>60);
zod=searchfor(rsi>50)then rsi<50 after 1 within tod ; //also (tod)

with no success http://www.quantshare.com/title-979-dynamic-searchfor http://www.quantshare.com/title-979-dynamic-searchfor Sun, 05 May 2013 01:23:38 MSK Lets say I open a position using onEndPeriod event with Functions.AddLongPosition() - will this trigger a onNewPosition event?

Or the MM Events are triggered in response to code from the Trading system Strategy window?

Thanks. http://www.quantshare.com/title-978-mm-events-question http://www.quantshare.com/title-978-mm-events-question Sat, 04 May 2013 17:25:16 MSK I am testing a gap fill based trading system. The buy rule was rather easy - buy at the open of next bar when gapdown() function is 1.

I was successful at exiting at the open of the next bar(of the bar that closes the gap).

However I want to exit at the close of the bar that closes the gap (instead of next day open).

How do I do this through MM Script? http://www.quantshare.com/title-977-mmscript-exit-at-the-close-of-a-bar http://www.quantshare.com/title-977-mmscript-exit-at-the-close-of-a-bar Sat, 04 May 2013 17:21:11 MSK If I am making an entry using money management script, can I exit through a stop loss, profit stop or n bar stop on the wizard?

I tried it but it does not work. I also tried it on the optimize option and it doesnt work either.

So if I enter through a MM script should I also exit through a MM script? http://www.quantshare.com/title-976-money-management-script-and-exit-options-in-the-wizard http://www.quantshare.com/title-976-money-management-script-and-exit-options-in-the-wizard Thu, 02 May 2013 07:31:42 MSK On the script editor we are able to work on multiple scripts at once thus allowing us to copy paste code or refer something easily.

But with money management scripts I can work on only one script at a time. This makes it reference or copying code from another money management script a little difficult.

Is it possible to edit multiple money management scripts at once?

Thanks. http://www.quantshare.com/title-975-ability-to-edit-multiple-money-management-scripts-at-once http://www.quantshare.com/title-975-ability-to-edit-multiple-money-management-scripts-at-once Thu, 02 May 2013 05:58:07 MSK Hi, I have IQfeed and would like to download historical data from their servers to QS. How can I do this ? I tried adding a downloader, but the downloader asks for an URL. http://www.quantshare.com/title-974-iq-feed http://www.quantshare.com/title-974-iq-feed Mon, 29 Apr 2013 22:52:45 MSK I made my initial download of US stocks by using trading object "Historical Stock Market Data" and then I'm using "Daily Stock Quotes" to make daily updates. When I do simulation, I'm afraid to use price as part of my filter. Since, it looks to me that the close price in database is adjusted close price (from Yahoo, Adj close).
To set price limitation in simulation filter, potentially eliminates some good growth stocks. I'm wondering how do handle this situation. Should I calculate the original close price by digging into split/dividend data or by modifying the download objects to include two close prices (close and Adj. close)?
Thanks in advance!
http://www.quantshare.com/title-973-handle-stock-split-during-simulation-if-close-price-as-filter http://www.quantshare.com/title-973-handle-stock-split-during-simulation-if-close-price-as-filter Fri, 26 Apr 2013 18:49:26 MSK