Quant studio expert
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Transcript of Quant studio expert
QuantStudio - Intelligent Trading Expert Adviser 2
• Trading Strategies
• Backtesting Engine
• Expert Optimization
• Portfolio Analysis
• Trading Script
Premium selection of algorithms
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• Self-optimizing ARIMA expert
• Finite Impulse Response Neural Network
• Finite State Markov Automation
• Stepwise Best Regression
• Square Root Regression
• Square Regression
• Logistic Regression
Attaching predictor to chart
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Open new chart
Chart analysis
Expert Adviser
Algorithm list
• Forecast line appears on the chart
• Only one forecast allowed at any moment
• Select “None” to remove forecast
Exclusive trading strategies
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• Signals derived from market forecasts
• Selectable forecasting algorithm
• Tailored for automatic optimization
• Universal for all markets and time frames
• Simple technical rules
• Easy statistical interpretation
Selecting trading strategy
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Open new chart
Chart analysis
Expert Adviser
Strategy list
• Trading advises appear on the chart
• Only one strategy allowed at any moment
• Select “None” to cleanup advises
Symbols for trading signals
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• Trading signals depicted as triangles
• Color indicates signal type
Buy (Green)
Sell short (Red)
Exit short (Blue)
Exit long (Gray)
• Only one signal is allowed per bar
Forecast driven strategies
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• Direct forecast – directly trade on forecasted
price expectation
• Exact forecast change – filter our direct
forecast trades with trading commissions
• Exact forecast threshold – filter our direct
forecast trades with entry and exit thresholds
(equal to point size in case of futures)
Forecast and trend hybrid strategies
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• Exact price change – combined forecast and
price correlation trading with commissions
and thresholds
• Safe balance – enter on forecasted price
against current price and exit on the actual
price trend observed
• Safe exit – combined forecast and price
correlation trend over several bars with
commissions and thresholds
Intrinsic and custom strategies
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• Two types of trading strategies
Forecast driven built-in strategies
Trading script custom strategies
• Standard strategies
on top of the list
Forecast required
• Custom strategies on
bottom of the list
Backtesting engine
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• All standard trading statistics
• Separate analysis of long and short trades
• Full list of trade executions
• Profit / loss evaluation per trade
• Profitability chart of capital evolution
• Account for entry / exit commissions
• Fixed capital and capitalization tests
Creating backtest report
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• Create or open a chart
• Select forecasting algorithm
• Select trading strategy or script
• User charting ribbon:
Chart analysis (ribbon tab)
View (ribbon group)
Performance (button)
Backtesting parameters
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• Account: Number of shares to trade
• Commission / trade : Trading commissions on
entry and exit from the trade
• Minimum change: Minimum price change to
trigger trading signal. This should be equal to
point value, if any
Expert strategy scanner
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• Universal strategy expert scanner
• Scans for optimal combination of:
Trading strategy
Forecasting algorithm
• Winner selection based on a number of
advanced trading statistics
• Intelligent randomized scan
Expert strategy scanner
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Watch progress
bar while expert
system scans
strategies to find
an optimal one
Open new chart
Chart analysis
Expert Adviser
Expert Adviser
Expert strategy scanner results
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• On scan completion appears message with
optimal strategy and algorithm
• Confirm to apply expert selection to chart
Portfolio optimizer
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• Summary view of all symbols in portfolio
• Forecasted price and change per symbol
• Expert advise on trade execution
• Distinctive coloring of signals
Open portfolio optimizer
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Home & Basics
Analysis (group)
Radar (button)
Add symbols to portfolio:
1. Home & Basics > Symbol > Add to Favorites
2. Data manager > Add selected to portfolio
Batch expert scan
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Batch expert scan on
all symbols in portfolio
for the best predictor
and strategy
combination
Open new chart
Chart analysis
Expert Adviser
Expert Adviser
Portfolio affinity matrix
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• Powerful tool for portfolio optimization
• Exclude closely correlated symbols
• Correlated symbols similarly behave on
market changes
• It decreases stability of portfolio
• Keep portfolio of less correlated symbols
• Increase probability of some symbols growing
while others downtrend
Multiple affinity measures
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• Correlation radius
• Kendall rank correlation
• Normal absolute difference
• Kruskal-Wallis test
• Friedman test
• Hurst coefficient
• H parameter
• Correlation
• Asymmetry
• Excess
Log relation analysis
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• Discovery of symbol dependencies
• Calculates cross correlation of selected
symbol with other symbols in portfolio over a
range of time lags
• If strong correlation exists, then correlated
symbol can serve as a predictor in multiple
regression model
• Multiple classical and nonparametric
proximity measures
Trading script
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• Easy scripting of your trading strategies
• Scripting language for auto-trading
• Non-procedural scientific language
• Vector programming language
• Designed specifically for developing of
trading systems
• Large collection of built-in vector operations
and technical indicators
Trading script components
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• Every strategy consists of four scripts:
Buy script
Sell script
Exit long script
Exit short script
• All strategy scripts are optional
• At least one entry and exit script should be
filled for the strategy to execute
Trading script editor
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• Centralized management of scripts
• Persistent script storage
• Trading strategy script library
• Editing of buy/sell and entry/exit in four side-
by-side windows
• Side bar script function guide with immediate
insertion capability
• Script validation with error reporting
New trading script creation
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• Strategy library > Add
• Give a name to new strategy
• Fill script code for buy/sell and enter/exit
• Validate and save
the strategy
• Strategy appears in
strategy list
Selector of trading script
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• Scripts appear on bottom of strategy list
Scripts are below “Trading Script” item
• Scripts do not need forecasting algorithm
Algorithm field can be left empty
• Scripts appear in the list when added to
trading script library
• Scripts disappear from the list when removed
from trading script library
About StockFusion
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Copyright © 2014 Technical Bazaar Solutions Pvt ltd . All rights reserved. No part of
the materials including graphics or logos, available in this Web site may be copied,
reproduced, translated or reduced to any electronic medium or machine-readable form,
in whole or in part without written permission.
The product names used in this document are for identification purposes only. All
trademarks and registered trademarks are the property of their respective owners.
Trading futures and options involves the risk of loss. You should consider carefully
whether futures or options are appropriate to your financial situation. You must review
the customer account agreement and risk disclosure prior to establishing an
account. Only risk capital should be used when trading futures or options. Investors
could lose more than their initial investment.
Past results are not necessarily indicative of futures results. The risk of loss in trading
futures or options can be substantial, carefully consider the inherent risks of such an
investment in light of your financial condition. Information contained, viewed, sent or
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