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Adding What-if Scenario – Close positions after “x” bars and/or “x” minutes”

7 replies

shawnnny

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5 years ago #114390

Hi everyone,

 

I would like to know how I could create the following What-if scenario: Close opened positions after “x” bars and/or “x” minutes.

 

Unfortunately I do not have any programming background and have no idea how to create it with the Java language. Would someone be able to assist me please? This what-if scenario or condition would be a great addition for Quant Analyzer that all users can benefit from.

 

Thanks.

 

Regards,

Shawn

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shawnnny

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5 years ago #133763

Or perhaps might it be Equity Control if it’s not possible in What-if ?

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tomas262

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5 years ago #133814

You actually cannot test ‘Close opened positions after x bars and/or x’ in Quant Analyzer because you need to have market price data for this to find out what individual trade result would be. Everything Analyzer has is finalized trade results. But StrategyQuant (Improve) can do this if you have strategy generated in it.

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shawnnny

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5 years ago #133818

Thanks for the response Tomas. What about a scenario of, “What-if the positions of greater than 60 minutes are not factored into the final results”, regardless making small/big profit or small/big losses? Would this be possible? Thanks again.

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eastpeace

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5 years ago #133819

About “exit after X bars”, I would like the setting below.

 

if the position is profit, then exit after X1 bars, and if the position is loss, then exit after X2 bars.

 

 

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olivier

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5 years ago #138428

hi

 

Here is modules snipnet whjth upgrade,

 

And an evolution off the concept off add contract moving average.

 

it’s EMM Dissm with bolinger band….

 

 

[i][b][font=tahoma]kind regards[/font][/b][/i],
[font=tahoma][i][b]#OP[/b][/i][/font]

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krzysiaczek99

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4 years ago #139716

You actually cannot test ‘Close opened positions after x bars and/or x’ in Quant Analyzer because you need to have market price data for this to find out what individual trade result would be. Everything Analyzer has is finalized trade results. But StrategyQuant (Improve) can do this if you have strategy generated in it.

So it is not possible to load the market price additionally to the trades already loaded ??? I believe some method like ‘csv read’ is already implemented. How we can use it using snippets ?? Can you give an example

how to load such data, sync with trade lists and than modify profits of trades ??

 

Krzysztof

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tomas262

Administrator, sq-ultimate, 684 replies.

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4 years ago #139740

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