Is CQ suitable for my needs...
Hi,
I'm excited to get started using AI technology for trading! I have a few questions regarding the suitability of CQ for my application.
First of all, my swing trading strategy may hold a position for several days. While reading the Getting Started documentation, I saw this: "Remember that CloudQuant is not designed for high frequency. Rather, it is best used for intraday trading. The system expects the user to start flat and end flat". Will CQ simulate trades that might be held for several days?
Secondly, I'd like to verify that the following criteria are met by CQ, I think they are based on what I have read so far...
My strategy shows great results when back-testing with the Thinkorswim (TOS) strategies capability using daily data. However, TOS is very limited when using minute by minute data, and of course, entry/exit decisions are made in real time, not with daily aggregated data. So I need to run simulations that may run several days with minute-by-minute data.
In order to fine-tune optimal entry points and exit points, I'd like to automatically test using a range of program generated entry/exit points; some of them generated in real time as price data is becomes available (in the simulation).
Finally, I'd like to run back tests on sets of predefined tickers and view results for both individual tickers and aggregated results.
Are all these things supported by CQ?
Thank you in advance for any guidance!
-Tom
Comments
Hi Tom,
multiday simulation
so the system knows to run one contiguous job, rather than run the jobs in parallelThis one multi-part so will break down into two questions
A. Can I run a backtest on a set of predefined tickers?
You can specify the tickers in multiple ways. One in the list provided in the backtest tab. Or programmatically in
is_symbol_qualified
B. Can I aggregate multiple results together to view together?
There isn't a web-hook available on the front-end to do this quite yet, but you can create a report of multiple backtests
Thank you for your very helpful and quick reply!