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This Bollinger band strategy is intended for short intraday trades that last no longer than 5 or 10 minutes. It enters a trade if prices fall 3% below the lower Bollinger band, and exits a trade when a 1% profit target has been reached, or when two b...
The Nasdaq 100 (QQQ) index is fairly volatile because it contains so many technology stocks whose prices move around so much more than average non-technology stocks. The volatility of the QQQ has many sources, including rapid technological advances, ...
This example watches for stock to gap down 2%, then buys the gap (long) to close the position when the gap closes, or at the end of the next bar after the gap bar. So this strategy only holds a position open for 1 bar length of time. But we present t...
This strategy is a moving average crossover strategy from Chande’s Beyond Technical Analysis book. It uses a 65-day simple moving average (65sma), and an additional confirmation condition of “three consecutive closes” (3cc). Thus the name of this str...
The original Turtle system was made famous because it was supposed to show that anyone could become a good commodities trader—all you needed was to follow some specific rules that implemented a good trading system. The implementation shown below is b...
The following moving average crossover strategy ships with the OpenQuant system, and uses moving average crossovers to enter trades. This strategy (like the breakout strategy shown above) has three methods for exiting a trade. It can use the moving a...
This example is like the basic Bollinger Band example above, but it adds three refinements. First, it demands that prices really punch through the lower Bollinger limit before buying. If 0 is the low limit, and 100 the high limit, this strategy buys ...
Bollinger bands are calculated using the standard deviation of the difference between prices and a central moving average line. Since Bollinger bands use standard deviations, they move apart during volatile price times and get narrower during quiet p...
The following example implements a simple breakout strategy using an integrated framework. (As you will see, all the examples use the integrated framework because the code is so much easier to write.) By default, this strategy looks back 30 bars to d...
The rationale behind this simple breakout strategy is to take advantage of a big (4%) daily move upward that would likely squeeze all those short sellers who were hoping the stock would go down.This strategy thinks that moving 4% up in a single day i...
This strategy is a variation on the Four Down Days strategy. A plain Four Up Days (flip) of the down day's strategy did not produce good results for Altucher, reinforcing his statement that going short is not the exact opposite of going long. So he p...
The concept of this strategy is to open a long position after a major market index has had 4 down days in a row. The theory is that 4 days of market momentum in a major market index is hard to maintain and that an up day is soon to follow. You might ...
The concept behind this strategy is that sometimes the market panics over some news, and hammers down a stock price for a short time. After a few minutes or hours, people recover from their panic, realize that the stock price is too low, and buy long...
OpenQuant Flash Video Tutorials Please note that video tutorials demonstrate basic OpenQuant functionalities and have no sound. Video 1 - This video demonstrates how to run a demo strategy in the simulation mode and how to view and analyze the strat...
OpenQuant 2014 DocumentationIntroduction to OpenQuant 2014 for OpenQuant Users Developing Algo Trading Strategies with SmartQuant Framework Developing Algo Trading Applications with SmartQuant Framework OpenQuant 2014 Frequently Asked Questions API R...
The SmartQuant product line includes all the components that are necessary for an end-to-end automated trading infrastructure capable of supporting institutional scale deployment for hedge funds, investment management firms and buy-side and sell-side...
We can help you to develop interfaces to market data providers and brokers not supported by SmartQuant out of the box, custom indicators, custom trading applications based on SmartQuant framework, trading strategies, including trading strategy conver...
The quant strategist setup is meant for a single strategist, who works independently, and for whom the OpenQuant application provides a fully integrated environment where (s)he can develop, test, simulate and optimize the strategies, manage the data,...
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