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Show HN: Quantblocks - Backtest your trading strategies

quantblocks.com

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Re: Show HN: Quantblocks - Backtest your trading strategies

#31

Post by mdupenois »

mikecsh wrote: post #29
startuprob wrote: post #25

Earlier quoted context omitted.

So what if we said "3 Months of Unlimited Access to Every Daily Upgrade" ?? We're doing daily agile upgrades so we're trying to communicate that they'll get access not only to ALL of the global equities data, but also all of the updates that we make in terms of ability to save strategies, indicators, etc.

It might just be me, but I find it confusing that the upgrade statement says "a one-time payment of $39" and then the first checkbox says "3 months of access". Does this mean I pay $39 every quarter to continue access? In which case why is it a one-time payment?

Hacker news has throttled Rob's replying (too fast), he says:

Thanks for the great feedback. We've just pushed an update that tries to clarify by removing "One time payment" and removing the "every area of Quantblocks" language.

Thoughts?

Re: Show HN: Quantblocks - Backtest your trading strategies

#32

Post by mikecsh »

mdupenois wrote: post #31
mikecsh wrote: post #29

Earlier quoted context omitted.

It might just be me, but I find it confusing that the upgrade statement says "a one-time payment of $39" and then the first checkbox says "3 months of access". Does this mean I pay $39 every quarter to continue access? In which case why is it a one-time payment?

Hacker news has throttled Rob's replying (too fast), he says: Thanks for the great feedback. We've just pushed an update that tries to clarify by removing "One time payment" and removing the "every area of Quantblocks" language. Thoughts?

That seems much clearer to me now! :)

Re: Show HN: Quantblocks - Backtest your trading strategies

#33

Post by shyn3 »

mdupenois wrote: post #30
ukoki wrote: post #28

Earlier quoted context omitted.

of course - the alternative is to not share anything. With the data you have on your users, once you can isolate users who consistently come up with strategies that consistently make money after their creation date - well, you might as well set up a hedge fund on the side and give the product away for free.

Hah, yeah, unfortunately the legal team at the incubator we're in suggests we might not survive too long as a company if we go down that route :)

Your data is going to be insanely valuable if you can get good analysts working on your platform.

I was wondering if you could elaborate as to why they feel this way? I would love to know that the top X % of traders are willing to play with my money in a transparent manner.

Re: Show HN: Quantblocks - Backtest your trading strategies

#34

Post by mikecsh »

Couple of observations:

1) The leading x days from the moving averages on the default strategy are charted at 0 when they should be null and not visible on the chart.

2) If I mouse over the 20 day moving average block and change it to a sell block, then click run, my charts disappear into loading bars and I get a warning message up. However, there is no indication to an uninformed user what they've done wrong, why it's wrong, or how to fix it. This could use a bit of work.

This is very similar to an iPad app I've been developing - I like it a lot, you've done a good job!

Re: Show HN: Quantblocks - Backtest your trading strategies

#35

Post by ukoki »

mdupenois wrote: post #30
ukoki wrote: post #28

Earlier quoted context omitted.

of course - the alternative is to not share anything. With the data you have on your users, once you can isolate users who consistently come up with strategies that consistently make money after their creation date - well, you might as well set up a hedge fund on the side and give the product away for free.

Hah, yeah, unfortunately the legal team at the incubator we're in suggests we might not survive too long as a company if we go down that route :)

haha fair enough - thinking about it there's all kinds of nefarious ways you could use the data. Looking at your product a bit more, this might be complicating things a little and it's going to hammer your database but I'd love the ability to fit variables to a strategy - eg I want a strategy like "IF X day moving sample average for GOOG is better than Y day moving sample average for GOOG buy ELSE sell" But I don't really know the best X and Y, so I'd like to leave those as variables and have the software find the optimum values based on historical data.

Re: Show HN: Quantblocks - Backtest your trading strategies

#36

Post by afarquhar »

ukoki wrote: post #35
mdupenois wrote: post #30

Earlier quoted context omitted.

Hah, yeah, unfortunately the legal team at the incubator we're in suggests we might not survive too long as a company if we go down that route :)

haha fair enough - thinking about it there's all kinds of nefarious ways you could use the data. Looking at your product a bit more, this might be complicating things a little and it's going to hammer your database but I'd love the ability to fit variables to a strategy - eg I want a strategy like "IF X day moving sample average for GOOG is better than Y day moving sample average for GOOG buy ELSE sell" But I don't r…

we've all been salivating about the potential for an 'Optimise' button. It would be really cool, it has a few wrinkles though, e.g. there might not be a unique maximum solution, so how do you choose the best one? Once there are a few variable involved it may be a job for a genetic algo, but it would have to be in the background. All food for thought ;-)

Re: Show HN: Quantblocks - Backtest your trading strategies

#37

Post by mdupenois »

mikecsh wrote: post #34

Couple of observations: 1) The leading x days from the moving averages on the default strategy are charted at 0 when they should be null and not visible on the chart. 2) If I mouse over the 20 day moving average block and change it to a sell block, then click run, my charts disappear into loading bars and I get a warning message up. However, there is no indication to an uninformed user what they've done wrong, why it…

1) Just pushed an update to fix that, thanks for pointing it out.

2) Syntax checking has been a big discussion point for us, we would love to be able to limit people to only valid blocks but also didn't want to have a giant block of validation javascript to deal with the drag and drop on the blocks. As for error messages, you're totally right; they're massively lacking. Difficulty is that we keep changing the way we're storing rules as we learn more about what users want to do, given that we didn't want to have to build a proper syntax parser until we had a more stable concept of how they'd be structured.

Out of interest, what sort of error message would be useful? As in, how technical e.g. "I don't understand how to if moving_avg > buy" or "There is an error at 'if moving_avg > buy' returns: Nil expected: boolean"

Re: Show HN: Quantblocks - Backtest your trading strategies

#40

Post by ukoki »

afarquhar wrote: post #36
ukoki wrote: post #35

Earlier quoted context omitted.

haha fair enough - thinking about it there's all kinds of nefarious ways you could use the data. Looking at your product a bit more, this might be complicating things a little and it's going to hammer your database but I'd love the ability to fit variables to a strategy - eg I want a strategy like "IF X day moving sample average for GOOG is better than Y day moving sample average for GOOG buy ELSE sell" But I don't r…

we've all been salivating about the potential for an 'Optimise' button. It would be really cool, it has a few wrinkles though, e.g. there might not be a unique maximum solution, so how do you choose the best one? Once there are a few variable involved it may be a job for a genetic algo, but it would have to be in the background. All food for thought ;-)

Here's how I'd do it: Don't let the variable be the stock itself because otherwise your search space will be too big... limit the number of stocks you can optimise on and constrict it to variables like "moving average duration". That way you can load the stock data onto the client side and do the processing there (presumably you're already doing this for your graphs anyway) - kick it off with a few generations of pretty loose genetic algorithm then when you get near your time limit switch to simulated annealing with the best handful of results to narrow down the answer as fast as possible. Keep it quick, say 2 seconds tops. Then what you can do is give the client a confidence rating so you can say something like "Found the following result with 89% confidence. Click here to perform a longer search for higher accuracy". Work out your confidence rating based on how bumpy the ride was.
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