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 -
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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
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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

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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

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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...

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...

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...

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...

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....

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...

Per-symbol backtests - select symbol list dynamically (vs from a file)
The per-symbol backtest/optimization in this blog is an extremely useful feature .. however, it's tedious to go through 3 steps each time before backtesting/optimization -
a) set up a file with the symbol
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Use mass rule generator and mask to generate rule combinations
I'd like to generate different AND and OR combinations of different rules in pairs and triplets ..
e.g. i have a list of 3 rules R1, R2, R3 ..
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Optimization and fitness function for robustness vs for performance
Several systems end up being over-optimized and seldom perform out-of-sample.

Is there a fitness function that would help ensure robustness of the system (vs performance) and would yield the best out-of-sample...

Use AI optimization (PBIL/Genetic) for walk-forward optimization
Is there a way to use PBIL/Genetic optimizer with Walk-forward optimization in the Simulator? It seems to support only Exhaustive, which is very time-consuming and not usable.

Also, how do i define a...

How to map the chromosome to the optimal rule in PBIL optimization?
I followed this blog (http://www.quantshare.com/sa-586-let-me-show-you-how-to-create-hundreds-of-profitable-trading-systems) to build a multi-rule system and optimized using PBIL.
My rule-set has only
...

How to edit a trading system i've downloaded from shared server?
I'm a newbie and having gone through the docs and videos, i cant find a menu option in Quantshare to open a trading system i downloaded so i can edit the rules and outputs.
The Analyze->Rules Manager
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Simple Breath Summation index - need help
I would like to be able to generate a breath indicator for all the stocks that are part of the ETF RWR. This list has over 100 items.
What would be the best way to proceed? I am unsure I should create
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Dynamic Symbol Using CompareAssets()
I just download CompareAssets() script and put it in the chart window, but I don't want to be hardcoded.
I try the coding using Name(), but it didn't work, can anyone help me on this?
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Alerts
Hi, The manual says I can set alerts from Tools/Alerts
The Tools sub-menu does NOT have an Alerts option
Am I missing something here?...

Urgent Question
Hi Good day. I just want to ask two questions:
For the Neural Network
1. How I can DECREASE the error, network and MSE?...

intraday data
hello,

I will like to ask what kind of free data I can get with the downloader?...

Correct / delete bad Datas in the download-process
Hello

I downloaded some intraday-datas, using the Download Manager (Forex Intraday Data). Now I found, that some datas are bad (close = 0)....

Volume plotted on price screen
Any way to have volume show up on the lower part of the prices pane? (instead of on a separate pane)

Chart Tab order
Is there any way to change the order of chart tabs?

Thanks,...

First time here. Questions about Excel and Quantshare
I have just joined this great community, hoping to contribute some of my years of real world trading experiences with the group.

I have not purchased the Quantshare software, but have heard a lot of...

How do I Import Tick Data from a CVS file
I have been attempting to use the ASCII Import Tool to import a/several CVS file already on my computer which contains Forex Tick Data (Obtained from Dukascopy, via TickStory)
However, it appears to be
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Help with strategy
Can someone please suggest a way that I can rank a group of ETF's and only purchase the top 4 ranking etf's so long as they are ranked lower than
the ETF SHY.
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OK to Delete .dat files?
Under the database / trading systems directory (e.g., C:\Program Files\CTrading\QuantShare\Database\MyData\TradingSystems\TradingSystem_DaveW_report.dat), there are a bunch of files with the .dat extension

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Combining Symbol Data
Hello. Is there a way to combine data from two symbols? For example, let's say I have a data source for symbol "XYZ" that only goes back to 2010. I want to augment the series with data from symbol "^XYZ"

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