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But what about investing in cruise ship stocks now? You'd think this is a great time to get into a long term position. When the virus clears wouldn't we see massive rebounds in the stock prices?

We integrated survivorship-bias free indices into Quantacula Studio and it was really eye opening what a difference they made in backtesting! Here are some of my findings on the Nasdaq 100 using a simple rotation model: https://www.quantacula.com/Help/OpenHelp/devblog/100

I think you are missing the rule that the first candle should have a "small body". Per StochCharts.com: "The first day is characterized by a small body, followed by a day whose body completely engulfs the previous day's body and closes in the opposite direction of the trend." Here's how I...

Quantacula Studio, C# or drag and drop strategy creation, connection to IB, extendable architecture so can consume different data feeds and potentially connect to other brokers. Stellar backtesting.

This is helpful feedback, thank you! We are starting to work on intraday execution right now and targeting this as our first major enhancement, most likely to be followed by futures support.

Note, we also developed an integration for Quantacula Studio. It emulates a "broker" interface an lets you submit your signals to WealthSignals. You can also, of course, submit signals to WealthSignals manually directly from the web site.

I'm sure Elliott and Gann faced the same level of scorn in their time ;)

Believe it or not, classic oscillators still have value! Here's an analysis on the past 25 years of daily Nasdaq 100 stock data. The average 5-bar return of the stocks was 0.41%. But what if you took the average return only on days where the classic 14-period RSI is oversold? The average...

The ETF Pairs Arb system trades two symbols, and MAYBE places 1 trade every 30 days on average. Even if it does not consider commission the difference would be negligible.

Hey, don't forget to consider Quantacula Studio ;)

I've heard this theory before. I was curious, so I just mocked up two quick tests in Quantacula Studio. I coded one model to purchase SPY at close and hold overnight, selling the next morning. Another to purchase SPY at market open and sell at close. Indeed, the "Hold Overnight" model handily...

Wow amazing that WL3 still has legs!! Glad that it's still useful to you both!

Hey Option_Attack, thanks for the shout out! Trading system modeling and backtesting has always been one of my passions and I'm looking forward to seeing what kinds of ideas evolve at this new site. I'd be happy to answer any questions folks have about Quantacula here at EliteTrader. d08...

Keep in mind that WL just introduced automated trading in the most recent release. This is possible through Interactive Brokers (IB), but the product includes an open API so interfaces to other brokers could be integrated easily.

It sounds like you might have an outdated ESignal support library installed, email support@wealth-lab.com or ask at the WL web site for help.

IMO: This poll does not contain the one answer that I think is correct ... 5 - Yes, they are out there but they are not fool proof. Every system has strength and weaknesses, and there is ALWAYS risk of loss!

There currently is no interface to MyTrack, but we may build one if there is sufficient demand. We also have an API so any Windows COM developer could build a real-time interface to a new data feed and integrate that into the product. You can open as many real-time windows each running a...

Wealth-Lab Version 2.1 (current release) can optimize stops. Version 3.0 (coming this summer) can also optimize position size, across a portfolio optimization.

I believe the problem is that historical data for this is hard to come by. If the historical data were available it would be possible to use this in back-testing.

Thanks for clarifying. We currently don't have plans to implement tick by tick backtesting, there are many other things we're currently working on. If there is a doubt, the system uses the most pessimistic possiblity for back-testing results. But this brings up a question. I've heard...