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                                                   Live Simulation / "Bar by Bar" Feature

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Dave W.
2012-11-22 15:40:42


Hello. I've just run across QuantShare and would like to know if there is a "live simulation" feature, similar to Forex Tester 2 that allows you
to replay the market bar-by-bar, speed up the playback, enter and execute orders, and see statistical results. In other words, a feature that simulates
live discretionary / semi-rule-based trading and shows the results of those trades using the same statistics generated via rule-based back-testing.

You guys seem very responsive, so if this feature doesn't exist, would you guys consider adding it in? EXTREMELY useful feature to simulate
real-world trading. People pay $200 for Forex Tester 2 solely for this capability, so it would add value to QuantShare.

Thanks,
Dave



QuantShare
2012-11-22 16:25:33

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Hi Dave,

This feature is already in the todo list. It will be available soon.




Dave W.
2013-03-07 05:02:36

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Hi. First, thanks for adding the bar replay tool. Your responsiveness to requests like this are impressive.

If you guys have already gotten around to documenting the replay tool, could you point me to those docs? I didn't get any hits when I searched.

I ask because I can't figure out how to place trades on the chart using the tool. Also, there are some settings I want to make sure I understand how to use - e.g., replay all charts, create performance metrics based on replay trades, etc.

Also, mostly cosmetic, but the date fields on the replay tab are too small, so I can't see / edit the full start / end date and time.

Thanks,
Dave



QuantShare
2013-03-09 10:12:57

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No documentation yet. The bar replay tool is still in beta phase. We are going to add more features soon.



Dave W.
2013-03-09 19:04:21

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Ok... but can you place trades using the tool and evaluate them? If so, can you briefly explain how to do it?


QuantShare
2013-03-13 22:06:39

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Best Answer
In the current version, you can place trades by clicking on "Buy" or "Short" on the chart. The results is added to the "Trades" tab.


allan nathan
2013-03-14 22:29:59

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Doesnt appear that the return is being calculated correctly.Bought a stock at 20.03,sold it at 41.92 and the return was 1.09%.


Allan



QuantShare
2013-03-14 22:39:37

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Yes, this will be fixed in the next beta release of the replay tool.


Dave W.
2013-06-21 18:11:33

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Hello. The Replay tool is coming along nicely, but a few more key features are needed to make it really useful. I think the first two items below are essential. Can you implement:

1. Ability to export trades to CSV file with standard fields: trade number; symbol; entry date; entry time; entry price; exit date; exit time; exit price; P/L in $; percent change; MAE; MFE

2. Ability to review the trades using the standard Simulator reports.

3. Buy at a fixed stop

4. Sell at a fixed stop

5. Sell using a trailing stop, or an indicator value

Let me know. Thanks.



QuantShare
2013-06-21 18:47:59

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Kiran
2017-03-28 20:52:08

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Great tool. Couple of issues ..

- I clicked on Menu->Show Advanced Report but it shows no trades - all statistics are blank. How do i make it show the trades and stats?
- Also, I downloaded to csv but the last column (Return) is 0. Also, second-last column doesn't show the exit price, just the difference between entry and exit price. How do i download the returns to calculate cumulative return?
e.g. 12/4/1991 12:0:0;F_AD;Cover;78540;10;0



QuantShare
2017-03-29 04:04:46

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Did you place some trades with the replay tool?

Please contact support by email regarding this. If possible please send some screenshots.



allan nathan
2017-09-30 17:38:32

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Hi,been away for a while,,Is thee any documentation on the replay tool?

thanks,

Allan



QuantShare
2017-10-05 12:21:43

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In the documentation file here:
https://www.quantshare.com/index.php?option=download



Kiran
2017-12-24 18:06:07

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"Also, I downloaded to csv but the last column (Return) is 0. Also, second-last column doesn't show the exit price, just the difference between entry and exit price. How do i download the returns to calculate cumulative return?
e.g. 12/4/1991 12:0:0;F_AD;Cover;78540;10;0 "

- Hi, i believe this bug was going to be fixed - any update on if and when it's to be fixed?

thx
Kiran



QuantShare
2017-12-25 04:21:11

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Which bug are you referring to?
Cumulative return can be calculated manually using Excel or any other tool.



Kiran
2017-12-25 12:36:39

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The .txt file download contains '10' in the Exit Price column and '0' in the % Return column, instead of the actual reported values.


QuantShare
2017-12-26 03:20:36

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The export button exports transactions (not realized trades). The format is: Date, Symbol, Type, Price, Shares, Empty


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