Click here to Login





                                                   Ranking

Back to threads
  0

0
ymlee
2016-10-10 14:34:54


Hi QS,

1. How can I save my stock ranking into custom database, so that can speed up my backtesting time.
2. How to handle weekly/monthly rebalance, my understanding is I have to re-generate the ranking in weekly/monthly basis, but I dont know how to put it in QL script.

Thanks in advance.


QuantShare
2016-10-11 04:11:54

  0

Best Answer
Hi,

1/ Please check this:
http://www.quantshare.com/sa-577-speed-up-optimizations-by-saving-ranking-data-into-a-custom-database

2/ You just need to sell assets to rebalance.

Monthly rebalance:
sell = month() != ref(month(), 1);


No more messages
0




Reply:

No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"





QuantShare

Trading Items
Super Stock Screener Ranking System
Sharpe Ratio Ranking System to Lower Trading Strategies Volatilit...
Trading System with Sharpe-Based Ranking
Intraday Trading System with Daily Ranking
RSI(3) Ranking System
How-to Lessons
What is the Bookmark Panel?
How to download historical quotes of indices
How to create a log scale chart
How to add future bars to plan for market scenarios
How to scale and move the chart Y-axis

Related Forum Threads
Need Simple Example of Ranking Stocks Implemented in Trading Syst...
Ranking with symbols not "date aligned"
Hysteresis in ranking sytem - reduce trading with time decay fact...
Ranking Analyzer Issue
Ranking System Manager
Blog Posts
Ranking System Engine
How to Backtest an Intraday Stock Trading System with EOD Ranking
Ranking stocks based on their correlation with the S&P 500 Index
Speed Up Optimizations by Saving Ranking Data into a Custom Datab...
New Ranking and Percentile Composite Functions









QuantShare
Product
 QuantShare
Features
Create an account
Affiliate Program 		Support
Contact Us
Trading Forum
How-to Lessons
Manual 		Company
About Us
Privacy
Terms of Use
Copyright © 2024 QuantShare.com
 Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+ Follow us on Google+
RSS Trading Items



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.