Last updated on May 7, 2015 by Mark Fric
Getting started extending the programs
All our products starting with version 4 will be be based on our new extendable platform.
Extendability means that you can extend for example the existing functionality of Quant Analyzer by creating your own formulas, methods, values, which will implement for example new statistical value, new money management method or new Monte Carlo test.
Almost everything you every see in the program is implemented using either plugin or snippet.
Plugins are java projects that implement some bigger functionality. In the new Quant Analyzer 4 or StrategyQuant 4 almost every part of the program is plugin.
For example Monte Carlo simulator is a plugin, Analyzer displaying strategy report results is a plugin and it contains other plugins that implement Overview tab, Equity chart and so on.
Plugins then can use snippets to implement some formulas or methods.
A snippet is a single Java code implementing a small part of functionality. Snippets can be added or edited in QuantEditor, and they are automatically recompiled on program start.
There are different categories of snippets, for example one category of snippets computes statistical values (Net Profit, Number of trades, Sharpe ratio, Drawdown etc.), another category of snippets provides Monte Carlo simulation methods, and yet another implements different possibilities in What-If scenarios.
Working with QuantEditor
QuantEditor is a build-in editor for snippets that you can use to create/modify new snippets and look at the source code of the existing ones.
It allows you to see how the existing formulas and methods are computed in the program, and it allows you also to add your own new snippets that extend the program.
Few examples from How To…
the examples below show how to use snippets to extend the program with new functionality
Add new statistical value
adding new custom statistical value called V Ratio, displaying it in databank and Overview panel
Create a new What-If function
adding new What-If function that filters out every second trade
Add new Monte Carlo column
adding new column (value) computed for Monte Carlo simulation