Quantshare - quantshare.com - QuantShare
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Custom Trading System Rebalancing 14 Aug 2013 | 01:59 am
I had the QuantShare development team build this advanced money management (AMM) script to allow testing of several advanced rebalancing options triggered wh...
System Metrics v2.0 25 Jul 2013 | 06:27 am
This is an enhancement from the "1327" MM script. This version has many calculation bug fixes and adds the following: Four inputs: 1) # Tr Rollin...
Fixed Fractional Position Sizing 23 Jul 2013 | 12:31 pm
Implements traditional fixed fraction position sizing (fixed percentage risk per trade). In this case, risk = (entry price - stop) * nbshares. If you have ...
Per Trade SQN100 22 Jul 2013 | 12:10 am
Calculates the SQN100 (see work of Dr. Van Tharp) as if the per position "Output" is the trade result. This is different from the other rules analyszer met...
SysEnSQN Indicator based on System Quality Number 17 Jul 2013 | 01:04 pm
This function is a system filter. It calculates the SQN of the market of choice. Whenever the SQN of that market drops below the input value of nSQN, the f...
RSI + SMA(200) + Hurst v001 17 Jul 2013 | 09:39 am
// RSI + SMA(200) + Hurst v001 // 2013-07-16 Inspired by Larry Connors' work on RSI(2). The system buys major ETFs on weakness [RSI(2)
System Metrics 12 Jul 2013 | 10:54 pm
This MM scrip adds many system statistics and per trade metrics to help compare trading systems. Most of the calculations are done in terms of R (defiend as...
ConnorsRSI v003 10 Jul 2013 | 01:53 pm
This trading system implements the ConnorsRSI pullback system as described in the ConnorsRSI Pullbacks Guidebook. A description of ConnorsRSI and the syst...
Risk Metrics 10 Jul 2013 | 07:36 am
This script adds two columns, entry price and exit price, in the "Trade -> Realized trades" table of the simulation report. Entry price refers to the executi...
RSI(3) Ranking System 10 Jul 2013 | 06:09 am
This ranking system based on RSI(3). The value of RSI(3) is subtracted from 100 so that lower RSI(3) values are given a higher ranking. Larry Connors' has p...
