Loop in stategy possibility
Hi,

I have multiple external signals which are imported from ascii files....

Stoploss with end of day system
Hi,

I wonder what the difference is between :...

Equity curve calculation reference
If I use a external signal as a indicator for buy and sell signals. Is there a away to make a reference to the generated equity curve within the strategy?

Regards,...

Ascii import data not saved?
Hi,

I manage to import ascii data and I can use it in strategies. However each time I restart the program the data is lost and I have to reimport?...

AutoSR enhancements ..
Would like to enhance the AutoSR to
1) only draw horizontal lines
2) draw lines that touch at least 3 points in the past, indicating stronger S/R....

Long vs Short trades in a Long-Short system
Hi,
I have a Long/Short ranking system (below) and the Long-Short categories are merged in the Settings.
I consistently see 90% of trades are long and only 10% short, even though the signals seem to be...

Equity to symbol
Is it possible to automate this task on a daily basis when new data comes in?

Regards,...

Accessing Symbol Info in Screener, Strategy script and in MM tool?
How do i access Symbol Info fields such as Name1 and Point Value in the the Screener tool, Strategy script and in the MM tool?
e.g. these 2 functions don't work -
type = Symbol.Name1;...

example of advanced money management tool Stop Order
Hi,

I can't seem to figure out how to use the advanced money management tool for back-testing....

datefilter
How do I add language that allows certain buy signals between certain dates?

Currently I have:...

Tweezer top/bottom
Hi guys
Is there a way to create an indicator for Tweezer tops and bottoms.
Kind regards...

Metastrategy question
Hi,

I can see the power of the metastrategy. But how can one use this in daily life?Is it possible to generate daily tradingsignals from it?...

Order types
Hi,

I want to generate order type : next day market at close...

Incorrect stoploss code?
Hi,

Why does the code below not work? While backtesting no trade is exited.......

ATR stop in chart
Hi !
How can I plot an ATR stop using points ?
...

Set Global variable and running calculation Functions in MM script
I'm tracking portfolio equity curve for different iterations of weight-allocations, and running into 2 issues -

1) I set a global Dictionary called equityGrid with weights Tuple as a key and equity curve...

Reference to entryprice in strategy
Hi,

Is it possible to make a reference to the entryprice in a strategy? It's for a stoploss....

Different symbol list for Long/Short / custom portfolio categories
I have custom 3 categories in my MM script - Stocks, Bonds, Short
1) How can i assign different symbol lists for each category, so it only picks up symbols from the assigned list when placing orders?
2)...

Money management question
Hi,

Is it possible to buy number of stocks based on their closing value? If stock value is 100 then buy 100/10 stocks?...

External trade signal
Is it possible to use a external signal for eod stock trading. I have external signals with value 1= go long, 0 go flat of -1 go short. These signals have to executed next bar at the close.
Is this possible
...

Export stock data?
Hi,

Is there are way to export downloaded data?...

AutoSR from current bar
Hi ! I wanted to know if there is a way to see the AutoSR for the currently selected bar.

When backtesting a system that uses AutoSR, I switch to the chart to see the effect of the AutoSR on entry or...

Optimize a list (vs rules) for a strategy
I have a list of over 300 ETFs - manual selection of a universe of 30-40 ETFs based on various criteria (correlation, volatility, Sharpe etc) is tedious and not optimal.
1) Is there a way to run an optimization
...

Historical bid/ask prices in simulations
Hi all,

I would like to perform forex simulations with historical bid/ask prices and I'm struggeling how to implement it in QS....

NaN error in Dynamic Position Sizing MM object
I'm altering the volatility-based sizing formula in the Dynamic Position Sizing MM object so it allocates size proportional to the square-root(inverse(volatility)) instead of based on volatility.
See formula
...

Data for dead (not listed anymore) companies
Hello

My question is if quantshare has data for companies that aren't listed anymore or don't exist anymore....

Enhanced Dynamic Position Sizing money mgmt - some issue
I enhanced the Dynamic Position Sizing object to support 4 different rebalance modes - based on StdDev (current), 1/StdDev (inverse volatility), Sharpe Ratio, Sq-rt(StdDev).
Below is the code I added.
...

ETF data download limited to 2011
I'm using the following ETFs in my list for a Daiy simulation and used the Historical Stock Market Data Downloader to download the ETF daily data.

1) Several of these ETFs started in 2007, but the Downloader...

Bars reference to daily bars
Hi,

Is it possible to make a reference with backtesting to the days already evaluated? For example the sma (10). On day 1 this will be sma(1), on day 2 sma(2) on day 30 sma(30) etc etc....

Update existing Historical Earnings Surprise trading object?
Hi,

Recently Yahoo made some changes on their earnings calendar / surprise pages (eg, https://biz.yahoo.com/z/20160201.html) that caused the [object] downloader to stop working properly. That data...