This document describes Quant Trader, a software for algorithmic trading. It includes features for market forecasting, backtesting trading strategies, optimizing strategies, and portfolio analysis. Traders can use built-in algorithms and trading strategies, or create custom strategies using the scripting interface. The software aims to help traders develop and evaluate automated trading systems.
5. Attaching predictor to chart
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Open new chart
Chart analysis
Expert Adviser
Algorithm list
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Forecast line appears on the chart
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Only one forecast allowed at any moment
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Select “None” to remove forecast
7. Exclusive trading strategies
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
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8. Selecting trading strategy
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Open new chart
Chart analysis
Expert Adviser
Strategy list
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Trading advises appear on the chart
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Only one strategy allowed at any moment
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Select “None” to cleanup advises
10. Symbols for trading signals
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
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11. Forecast driven strategies
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)
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12. Forecast and trend hybrid
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
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13. Intrinsic and custom strategies
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Two types of trading strategies
Forecast driven built-in strategies
Trading script custom strategies
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Standard strategies on top of the list
Forecast required
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Custom strategies on bottom of the list
15. Backtesting engine
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
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16. Creating backtest report
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)
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18. Backtesting parameters
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Account: Number of shares to trade
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Commission / trade : Trading commissions on entry and exit from the trade
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Minimum change: Minimum price change to trigger trading signal. This should be equal to point value, if any
20. Expert strategy scanner
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
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21. 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
22. Expert strategy scanner results
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On scan completion appears message with optimal strategy and algorithm
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Confirm to apply expert selection to chart
26. Portfolio optimizer
Summary view of all symbols in portfolio
Forecasted price and change per symbol
Expert advise on trade execution
Distinctive coloring of signals
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27. Open portfolio optimizer
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Home & Basics
Analysis (group)
Radar (button)
Add symbols to portfolio:
1.
Home & Basics > Symbol > Add to Favorites
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Data manager > Add selected to portfolio
28. 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
29. Portfolio affinity matrix
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
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30. Multiple affinity measures
Correlation radius
Kendall rank correlation
Normal absolute difference
Kruskal-Wallis test
Friedman test
Hurst coefficient
H parameter
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Correlation
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Asymmetry
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Excess
32. Log relation analysis
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 32
35. Trading script
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 35
36. Trading script components
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
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37. Trading script editor
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
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39. New trading script creation
Strategy library > Add
Give a name to new strategy
Fill script code for buy/sell and enter/exit
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Validate and save the strategy
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Strategy appears in strategy list
40. Selector of trading script
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
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Pioneers in the fractal exploration of financial markets
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 attached is considered a solicitation for business.
Quant Trade, LLC has been a Commodity Futures Trading Commission (CFTC) registered Commodity Trading Advisor (CTA) since September 4, 2007 and a member of the National Futures Association (NFA).
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