Entry and Exit in Rule manager analyzer

Entry and Exit in Rule manager analyzer

crfaldu
2017-01-05 15:51:42

In Rule manager analyzer is there a way to change the setting where we can "buy" at close today and "sell" at close today. I believe the default is buy and sell at open tomorrow.

Thanks

QuantShare
2017-01-06 03:01:18

In "Outputs" in the control that appears after you analyze a rule, click on "Select Outputs/Exit rules", select "Custom output", Click on "Add" then add something like:

SET ((close / close[-1]) - 1) * 100
WHERE 1

for buy at close of today and sell the next day at close.

To buy at close of today and sell after 10 days at close, type:
SET ((close[9] / close[-1]) - 1) * 100

crfaldu
2017-01-06 11:49:36

Is there a tutorial on this so I can learn how to code

Thanks

crfaldu
2017-01-06 12:19:09

Would you be kind to explain how this works

Thanks

QuantShare
2017-01-07 03:34:18

Please check our documentation here:
http://www.quantshare.com/index.php?option=download

The custom output just uses the value returned by the "SET" formula (QuantShare language) to generate the return/output.

crfaldu
2017-01-10 12:37:58

Thanks,
another way I found that works is

SET ROC(1)

QuantShare
2017-01-11 03:22:54

Yes, that would work too. It is the same formula.

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