- 02/25/2017 at 8:47 pm #46103
Will put older individual posts here for housekeeping reasons.02/25/2017 at 8:47 pm #38800
I sent you an email regarding this but I also wanted to share with the forum. Copy of the email below for others info
I have commenced my trial of QT after watching a recent webinar and I was wanting to see if it could also handle local Australian stocks on the ASX. I created a new portfolio but the results were not good, I then found that the stock data hasn’t been adjusted for splits. How best to address this problem? I think Yahoo only adjusts USA stocks . Are you intending to add a feature whereby QT could use a local data source such as existing Metastock or ascii data ? Also, would you be able to add the currency AUD into the system ?
Ivan02/27/2017 at 4:28 am #38824
I know that Yahoo does not really provide good adjusted data of less important non US ETFs. We are at the moment testing if we could use free Quandl data instead, but this will take a moment to finish.
You can open the ETF csv files in Excel and edit your data this way, but from this moment you need to make sure that you never choose to download new data,because then your edited data would be overwritten.
You can load currencies using the Yahoo symbols (AUD=X for Australian dollar).03/06/2017 at 6:07 pm #39151
still trialing QT and I’m getting quite a few errors (how do I upload screenshots directly ?) .
These exceptions pop up when doing various things, the end result is I’m getting multiple entries of portfolios in the backtester and when I try to remove them it throws another exception. If I quit QT and restart sometimes the rouge entries are gone sometimes they are still there . When I boot QT I usually get warnings and errors about missing bits of portfolios , but I’m having trouble trying to clean things up because of the exceptions getting thrown. Even got to the stage QT would not start, just died after initial boot. Only way to recover was to roll back the ini file until it would start.
How do you want to handle the troubleshooting of these problems ? Do you want me to email the ini files or is there logs ?
Ivan03/07/2017 at 8:36 am #39163
Please try with the latest Version 312S of QuantTrader available in the forum or below. These errors came from previous versions which had a bug with renaming/duplicating/deleting strategies. This should work now. You probably will need to begin with a clean QuantTrader.ini file as errors will not be fixed automatically. However I can do it by hand if your ini file contains valuable work.
This is the latest QuantTrader Version 312S with the updated QuantTrader.ini file of our strategies.
– Bug fixes of the current prices download management03/07/2017 at 9:04 pm #39175
I installed the update but I still get this error when running an optimisation
But this leads me to a question I was going to ask anyway about how future updates are handled.
If I have built my own strategies, data, symbols, optimizations etc , I don’t want to lose those . In this instance I have errors, so I have started out with a fresh ini which is a bit of a pain. But what happens in the future if for example you make a new release which uses a new structure in the ini file ? Will you build a conversion tool, or will you be expecting your users to just start afresh ? ( not good)
Maybe given the problems I’m having, you could write a doc which explains how the ini file is structured and what can be edited by a user to remove problematic entries such as what I am experiencing ?
Another problem I’m a having is re downloading historic data is painfully slow ( like > 1hr). I’m not sure how the download is requested, but could you look at speeding it up ? Seems to be 1 symbol at a time ? Could you do a parallel thread ?
Ivan03/08/2017 at 5:03 am #39179
I don’t think that we will change the ini file format in the future. We will keep these upward compatible. What concerns the optimization errors, please send me your QuantTrader.ini file. Perhaps it has something to do with the Yahoo finance ASX symbol data. We already had some ETFs with missing data.
Once I have the QuantTrader.ini file we can see instantly what causes this error and we can also fix errors in the ini file, so that you can continue your work.
Please send the ini file to my email firstname.lastname@example.org
It seem strange to me that downloading Yahoo data is so slow for you. Perhaps try only to download data of the last close and not the 15min delayed prices available when the market is open. This one takes much longer to download.03/12/2017 at 11:12 pm #39305
just need some clarification on the 2 params ranking day and trading delay.
If I take a strategy in QT which has default values for these 2 params ( blank) , what day is the ranking performed ? It seems to be 31 as when I enter this value the performance doesn’t change. So is that the ranking after the market close on day 31 or actually before the market opens for the last day ? Because if its after , then in my mind trade delay should be set to 1, because you are trading the next day after close of market ranking day. However , if I put trade delay =1 then the performance changes, so this suggests to me that the default values are ranking and trading on same day which is impossible unless you are doing the ranking prior to market open.
Just want to clarify this , because to me every QT strat should have trade delay =1 no matter what the ranking day is to reflect the fact you can’t trade until the open on the next day
Ivan03/14/2017 at 5:17 pm #39386
The default ranking day and trading day is the close of the last trading day of the month. If you enter 31 as ranking day, the QT just searches the latest trading day of the month. We only use closing prices, so QT never trades at open.
By default QT ranks and trades at close of the last trading day of the month. This is not really possible, however what you can do is to download the 15min delayed prices for example at 3pm of the last trading day and then do “at close” orders. It is very rare that the allocation changes within the last hour.
Trading delay also always uses the next trading day as the calendar days entered may not be trading days (Saturday/Sunday …)03/15/2017 at 7:15 pm #39438
in version 313S it seems the trader function has gone ? I v312 its there , although its broken for me ( throws an exception if I try and add another account)
Ivan03/16/2017 at 7:33 am #39474
The idea of the trader window was an order interface to Interactive Brokers and a fully automatic calculation of number of shares and price to simplify trading. We stopped this project for the moment because it was rather complicated and we rather had to concentrate on more important items like enhancing the backtester and removing bugs.03/16/2017 at 5:30 pm #39484
ok thanks Frank, BTW is there any work being done on a signals consolidation feature within QT ( to perform similar function as the online version) ?
Ivan03/18/2017 at 11:07 am #39540
You might want to create a bug report email and add it to QT so we can report issues as they are found. A detailed report with screenshots would be difficult to track on a forum. Mantis (https://www.mantisbt.org/) is a good open source issue tracking system that will help you stay organized as you continue to improve the software, and I believe it can accept email submissions.03/19/2017 at 4:52 am #39558
just wondering what others are using to perform their rebalancing duties . Since there’s no signals consolidation tool, are people just transcribing the allocations to a spreadsheet and managing from there ? If anyone would like to share their techniques / tools that would be greatly appreciated
Ivan03/19/2017 at 5:28 am #39559
can somebody tell me how to apply leverage to a strat ? I’ve played with allocations, weights and multipliers but I can’t seem to find the magic button
Also it seems the trading cost param doesnt seem to work in the symbol manager ? If I change the value it doesnt seem to have an effect
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