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Forums>Quant Analyzer (formerly named EA Analyzer)>Extending the program>Adding What-if Scenario – Close positions after "x" bars and/or "x" minutes"

  • #114390 |
    Participant
    3 Posts

    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

    #133763
    Participant
    3 Posts

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

    #133814
    Moderator
    2349 Posts

    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.

    #133818
    Participant
    3 Posts

    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.

    #133819
    Customer
    274 Posts

    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.

     

     

    #138428
    Customer
    16 Posts

    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….

     

     

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

    #139716
    Participant
    45 Posts

    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

    #139740
    Moderator
    2349 Posts
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