QuoteBlizzard - a Caleb Doise production http://quoteblizzard.com/blog Technical Analysis for Trading Thu, 01 May 2008 05:12:55 +0000 http://wordpress.org/?v=2.2.3 en Updated Alpha Release (v0.8.0, May 1, 2008) http://quoteblizzard.com/blog/archives/21 http://quoteblizzard.com/blog/archives/21#comments Thu, 01 May 2008 05:12:55 +0000 Caleb Doise http://quoteblizzard.com/blog/archives/21 Caleb Doise’s QuoteBlizzard Trade Miner

  • Initial support for rule tree trading logic

]]>
http://quoteblizzard.com/blog/archives/21/feed
Updated Alpha Release (v0.7.1, Mar. 9, 2008) http://quoteblizzard.com/blog/archives/20 http://quoteblizzard.com/blog/archives/20#comments Sun, 09 Mar 2008 08:12:09 +0000 Caleb Doise http://quoteblizzard.com/blog/archives/20
  • Support for VB.Net (in addition to C#) for trading logic methods
  • More visual layer providers to enable visual design of new indicators
  • ]]>
    http://quoteblizzard.com/blog/archives/20/feed
    Gold and Snowfalls http://quoteblizzard.com/blog/archives/19 http://quoteblizzard.com/blog/archives/19#comments Fri, 01 Feb 2008 05:39:51 +0000 Caleb Doise http://quoteblizzard.com/blog/archives/19 So, I finally added support for building simulation models with multiple quote streams inside of Trade Miner. Why is that the least bit interesting, you say? Well, now, you can base your trading logic off of movements and trends of something other than the item you are trading. For instance, if you load in the price of gold as a secondary quote stream, you could test out shorting an index fund when the price of gold spikes (or vice versa). Or, if you want to get crazy, you could load in data regarding snowfall and temperature and try to use that in a strategy to trade the stock of a cold weather clothing provider.

    You can also now plot the “moving beta” of a stock. Just use the Beta indicator and associate the asset and market quote streams to view how the beta changes over time (I would recommend using 12 periods of monthly data with something like an S&P 500 index fund as your market data). Currently, alpha is derived from the linear regression, but a future release will likely allow you to specify the risk free rate to use.

    ]]>
    http://quoteblizzard.com/blog/archives/19/feed
    Updated Alpha Release (v0.7.0, Feb. 1, 2008) http://quoteblizzard.com/blog/archives/18 http://quoteblizzard.com/blog/archives/18#comments Fri, 01 Feb 2008 05:27:01 +0000 Caleb Doise http://quoteblizzard.com/blog/archives/18
  • Multiple quote streams now supported within simulation models
  • Beta and Slope calculators added
  • ]]>
    http://quoteblizzard.com/blog/archives/18/feed
    Updated Alpha Release (v0.6.1, Jan. 20, 2008) http://quoteblizzard.com/blog/archives/17 http://quoteblizzard.com/blog/archives/17#comments Sun, 20 Jan 2008 04:46:34 +0000 Caleb Doise http://quoteblizzard.com/blog/archives/17
  • More trading statistics in simulation results
  • ]]>
    http://quoteblizzard.com/blog/archives/17/feed
    Updated Alpha Release (v0.6.0, Jan. 13, 2008) http://quoteblizzard.com/blog/archives/16 http://quoteblizzard.com/blog/archives/16#comments Sun, 13 Jan 2008 06:11:23 +0000 Caleb Doise http://quoteblizzard.com/blog/archives/16
  • Margin account simulation
  • Configurable commission and bid/ask spread
  • Chart and method names are now editable
  • ]]>
    http://quoteblizzard.com/blog/archives/16/feed
    Updated Alpha Release (v0.5.5, Jan. 1, 2008) http://quoteblizzard.com/blog/archives/15 http://quoteblizzard.com/blog/archives/15#comments Thu, 03 Jan 2008 03:00:22 +0000 Caleb Doise http://quoteblizzard.com/blog/archives/15
  • Trade summary indicators for trade entry and exit now displayed on results charts
  • ]]>
    http://quoteblizzard.com/blog/archives/15/feed
    Updated Alpha Release (v0.5.4, Dec. 25, 2007) http://quoteblizzard.com/blog/archives/14 http://quoteblizzard.com/blog/archives/14#comments Wed, 26 Dec 2007 01:29:48 +0000 Caleb Doise http://quoteblizzard.com/blog/archives/14
  • Start Page now has link to online documentation with a sample simulation tutorial
  • Miscellaneous bug fixes and graphical improvements
  • ]]>
    http://quoteblizzard.com/blog/archives/14/feed
    Updated Alpha Release (v0.5.3, Dec. 18, 2007) http://quoteblizzard.com/blog/archives/13 http://quoteblizzard.com/blog/archives/13#comments Tue, 18 Dec 2007 07:50:59 +0000 Caleb Doise http://quoteblizzard.com/blog/archives/13
  • Wider range of trade options (limit and threshold trigger prices, one-cancels-other orders, etc.)
  • “Recent Projects” selection control on Start Page
  • ]]>
    http://quoteblizzard.com/blog/archives/13/feed
    Updated Alpha Release (v0.5.2, Dec. 16, 2007) http://quoteblizzard.com/blog/archives/12 http://quoteblizzard.com/blog/archives/12#comments Sun, 16 Dec 2007 22:01:30 +0000 Caleb Doise http://quoteblizzard.com/blog/archives/12
  • Improved Excel export support
  • “Recent Data” selection control on Start Page
  • ]]>
    http://quoteblizzard.com/blog/archives/12/feed