Quanted system guide
In this page we describe each section in our system and what it means
Last updated
In this page we describe each section in our system and what it means
Last updated
Input is a section where you have to select the criteria which you want to test:
Here you can also sort the filters by descriptive, technical, or simply leave them all in one place.
Performance% - daily performance of the stock
Performance Open-HOD% - performance of the stock from open to HOD
Performance Open-LOD% - performance of the stock from open to LOD
Performance HOD-Close% - performance of the stock from HOD to Close
Performance LOD-Close% - performance of the stock from LOD to Close
Performance LOD-HOD% - performance of the stock from LOD to HOD
Performance HOD-LOD% - performance of the stock from HOD to LOD
Price - the open price of the stock
RVOL - the relative volume of the stock
RVOL (pre market) - relative volume of the stock at the pre market
GAP% - % change from the previous days close to today's open price
Shares (M) - shares outstanding (in millions) (example 5 = 5 million)
PM Fade% - %change from PM highs to market open
Output is the section where you can select the time frame in which you want the results to be calculated. For example, if you set the output to 9:30-10:30 AM, the system will calculate, how the setup you test performed in the first hour of the market open. If this filter is left as is - the system by default calculates performance for the regular hours.
This section displays the average results of your test. Cumulative performance displays the stats for the current day, and Day2 cumulative performance displays the stats for the next day.
Avg Change% - the average % change of the setup you are testing
Closed green% - the percentage of how many times the stock closed above the opening price.
Closed red% - the percentage of how many times the stock closed below the opening price.
Avg green change% - average % change of the setup when it closed above the opening price
Avg red change% - average % change of the setup when it closed below opening price
Avg change Open - HOD (other Avg change filters use same logic) - average % change of the setup from Open price to HOD price.
PM high break % - the percentage of how many times filtered setup has broken the pre market high price.
Avg HOD time/Avg LOD time - average HOD or LOD time of the filtered setup
Events tab shows you the stocks, that met your input criteria and the average values in cumulative performance are calculated based on the results in this section.
There are 2 different ways of how the results can be displayed - table view and chart view. Table view is displayed above - the results here are shown in the simple table format and it shows main metrics of your filtered stocks.
Each view has sorting capabilities, so you can sort the displayed tada based on each column, or you can use a dropdown button in chartview, which will enable the same sorting functions.
Chart view, displays all your stocks' charts. It is a great way of going through your results and seeing the actual patterns of the stock. You can also plot different indicators on the charts:
You can also customize which columns you want to see in this section by clicking the columns button at the top right of this section:
