Multiple Monitor & Realtime IB TWS
HI,

I am newbie for quantshare and looking for if quantshare suitable for me....

Stop Loss effective only for 1st 2 bar of order ..
I added this MM script to my strategy, that disables the Stop Loss orders in the strategy after N bars. I set it to 2, because i have other Exit Rules that exit more profitably after 2 bars.
http://www.quantshare.com/item-1159-stop-mgmt-v-11
...

Analysis tab in simulation report - group by Exit Rule
In the Analysis tab in simulation report, how do i group results by Exit Rule? I tried "Custom" groupong, but couldnt find the ExitRule variable in the Custom script
Pl advise if theres some way of grouping/analyzing
...

Turn SetSimStop orders on/off in optimization using If statement
Is there an IF statement in the strategy script so i can turn on and off SetSimStop orders? Below is example of what I'm trying to achieve, but "If" isn't a valid command
Pl suggest how to achieve this
...

Need assistance with C# creating an indicator
Guys,

I need some assistance understanding how to reference the data of the present bar value of a VectorD. I want to test if the current bar value is the highest in the last lookback period by doing...

Different scales in the same pane
Is there any way we can assign different scales on the same pane? For example in a weekly chart, set the candlestick chart to log scale while an advance decline line in the same pane is set to linear?

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...

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...

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
...

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 ?

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

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?...

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?
...

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...

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) ???...

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.
...

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....

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...

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...

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
...

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.

...

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 - ...

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
...

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?...

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 -
...

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
...

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

...

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

...

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...

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...