New DebugConsole for Snippets

New DebugConsole for Snippets

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DebugConsole was added in version 4.10 to allow for easier debugging/logging during Snippets development. It is very simple to use and allows you to see what’s going on “behind the scene” when your snippet is executed. Debug console is available from the toolbar: This displays debug/log console that displays both normal program logs and a […]

Displaying max open loss (MAE) and max open profit (MFE) on a trade

Displaying max open loss (MAE) and max open profit (MFE) on a trade

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This functionality was added in version 4.10. It allows you to display maximum open loss (MAE) and maximum open profit (MFE) for every trade. It works only with data that are loaded either from StrategyQuant or using special loaders, because standard backtest or trading history reports don’t contain this information. To display MAE/MFE on a chart […]

Special trade history exporters for MetaTrader and Tradestation

Special trade history exporters for MetaTrader and Tradestation

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Special trade exporters for MetaTrader and Tradestation were added in version 4.10. They have two advantages: they allow for “automatic” export of trades to a predefined CSV data file, without the need of saving report file manually MAE (max open loss) and MFE (max open profit) is recorded for every trade. This is possible only […]

Portfolio correlation explained

Portfolio correlation explained

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QuantAnalyzer has a new feature that can compute a correlation of strategies in the portfolio. This can be used in Analyze tab, or in Portfolio Master, where correlation settings can be used to filter out portfolios with too big correlation. Here we’ll describe all the possible options of computing correlations. Correlation by (period) is simply […]

Starting Quant Analyzer with more memory

Starting Quant Analyzer with more memory

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The maximum memory used by Quant Analyzer is 8 GB, which should be enough for anything. But if you want to run QA with more memory you can change the setting in QuantAnalyzer4.config file in the QA folder. Just change the line: option -Xmx8g to something else, for example: option -Xmx16g  <- for 16 GB    […]

Predict & Verify strategy performance using Monte Carlo simulation

Predict & Verify strategy performance using Monte Carlo simulation

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Predict & Verify is a new feature (tab) in Monte Carlo simulation engine that allows you to predict or verify strategy performance. Verify is especially useful in helping you to decide f you should stop the strategy or continue trading it when your strategy is not running as expected. How to use it? Predict & Verify […]

Using History Trend

Using History Trend

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History Trend is an simple feature that allows you to visually compare the performance of your strategy with the price behavior of the background asset. In other words – it can tell you if the strategy performs well no matter if the market goes up or down.   History Trend feature is available as a icon […]

Add new Monte Carlo column

Add new Monte Carlo column

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This article is a response to a request from forum: https://strategyquant.com/forum/topic/3262-quanteditor-example/page-1#entry10708 that asked for an example of how to use new value in Monte Carlo method.   What is the task about? By default, when you run Monte Carlo simulation you’ll get simulation results for given confidence levels. MC simulation computes results computed like Net profit, […]

Create a new What-If function

Create a new What-If function

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QuantAnalyzer 4 can be extended to use your own custom statistical values, What If, Equity or Monte Carlo methods, many other parts of the program can be also extended by snippets.. All these methods in the program are fully dynamic, each method (including the default ones) is an independent Java class – snippet – implementing […]

Introduction to Scripter

Introduction to Scripter

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Note! Scripter functionality is experimental for now, and the class hierarchy and its names could be changing!Also, Scripter and Program interface documentation is in progress, and will be extended in the following weeks.   What is Scripter Generally, Scripter offers Quant Analyzer user a way to use program features without using user interface. It is something […]