Quantlens
Getting Started
Getting Started
1. Create an Account
2. The Dashboard
3. Your First Backtest
4. Next Steps
Example Strategies
Strategy 1 — RSI Mean Reversion
Step 1 — Config
Step 2 — Block layout
Step 3 — Full block diagram
Step 4 — What to expect
Strategy 2 — MACD Trend Following
Step 1 — Config
Step 2 — Core condition
Step 3 — Block diagram
Step 4 — What to expect
Strategy 3 — SMA Crossover (Classic)
Step 1 — Config
Step 2 — Block diagram
Step 3 — What to expect
Strategy 4 — Momentum Portfolio
Step 1 — Config
Step 2 — Market filter
Step 3 — Full block diagram
Step 4 — Why the Cooldown Filter?
Step 5 — What to expect
Next steps
Platform Guide
Strategy Builder
The Canvas
Block Categories
Building a Simple Strategy
Saving and Naming Your Strategy
Strategy Gallery
Running a Backtest
Settings Panel
Launching the Backtest
Optimiser (Silver & Gold)
Saving Results
Understanding Results
Equity Curve
Key Metrics
Interpreting Sharpe Ratio
Interpreting Max Drawdown
PDF Tearsheet
Block Reference
Indicator Blocks Reference
Trend / Overlap
SMA — Simple Moving Average
EMA — Exponential Moving Average
WMA — Weighted Moving Average
DEMA — Double Exponential Moving Average
TEMA — Triple Exponential Moving Average
VWMA — Volume-Weighted Moving Average
SAR — Parabolic SAR
Oscillators
RSI — Relative Strength Index
Stochastic Oscillator
StochRSI — Stochastic RSI
CRSI — Connors RSI
CCI — Commodity Channel Index
CMO — Chande Momentum Oscillator
Ultimate Oscillator
Williams %R
Momentum
MACD — Moving Average Convergence Divergence
PPO — Percentage Price Oscillator
TRIX
Momentum
Directional Movement
ADXR — Average Directional Index Rating
DX — Directional Index
Volatility
BBands — Bollinger Bands
ATR — Average True Range
NATR — Normalized ATR
StdDev — Standard Deviation
Volume
OBV — On Balance Volume
MFI — Money Flow Index
CMF — Chaikin Money Flow
BOP — Balance of Power
ADOSC — Accumulation/Distribution Oscillator
Cycle
Aroon
Aroon Oscillator
HT Sine — Hilbert Transform SineWave
Index
Index Value
Index Weekly Close
Index Weekly Quantile
Threshold Value
Threshold Value
Strategy Blocks Reference
Configuration
Config Block
Interval Checks
On Interval
Triggers
Check Stop Loss
Check Take Profit
Portfolio
Rebalance: Enter
Rebalance: Exit
Enter Next-Week Limit Orders
Execute Limit Orders
Filters & Ranking
Rank by Volatility (HV252)
Stock Cooldown Filter
Logic & Conditions
IF Block (Condition)
Comparison Block
AND / OR Block
NOT Block
Processing
Trading Loop
Advanced
Portfolio Construction
Slots and position sizing
Stop-loss and take-profit
Rebalancing frequency
Market filter
Cooldown filter
Combining filters
Cash drag
Multi-Timeframe Strategies
The four intervals
The classic two-timeframe setup
Three-timeframe example: Momentum with limit entries
Using intervals for regime detection
Interval timing reference
Common mistakes
Optimiser Guide
How it works
Enabling the Optimiser
Reading the results table
Choosing the best parameters
How many combinations is too many?
Walk-Forward Validation
Practical workflow
Common mistakes
Avoiding Overfitting
What is overfitting?
In-sample vs. out-of-sample
Warning signs of overfitting
Look-ahead bias
Degrees of freedom
The out-of-sample test
Practical checklist
Backtest Limitations
Survivorship bias
Look-ahead bias
Transaction cost assumptions
Liquidity assumptions
Regime dependency
Execution timing
Data quality
Summary: What backtests can and cannot tell you
Reference
Markets & Data
Available markets
Data coverage
OHLCV data structure
Choosing a timeframe
Equity universe filtering
Index data
Help
Frequently Asked Questions
Backtesting
Results & Metrics
Strategy Building
Account & Plans
Troubleshooting
Glossary
Keyboard Shortcuts
Canvas
Canvas navigation
Blocks
Workspace
Search
Browser shortcuts that also apply
Account & Plans
Plans & Billing
Plan Comparison
Which Plan Should I Choose?
Free Trial
Managing Your Subscription
Payment Methods
Refunds
Quantlens
Index
Index
A
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B
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C
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D
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E
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G
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I
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L
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M
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O
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P
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R
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S
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T
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U
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V
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W
A
Annualised Return
ATR (Average True Range)
B
Backtesting
Bearish
Bollinger Bands
Bullish
Buy and Hold
C
Calmar Ratio
Commission
Compound Annual Growth Rate (CAGR)
Cooldown Period
Curve Fitting
D
Drawdown
E
EMA (Exponential Moving Average)
Entry Signal
Equity Curve
Exit Signal
G
Gross Profit / Gross Loss
I
In-Sample Period
Indicator
L
Limit Order
Lookback Period
M
MACD (Moving Average Convergence Divergence)
Market Order
Max Drawdown
Mean Reversion
Momentum
Moving Average
O
Offset
Out-of-Sample Period
Overbought
Overfitting
Oversold
P
Position Sizing
Profit Factor
R
Rebalancing
RSI (Relative Strength Index)
S
Sharpe Ratio
Slippage
Slots
SMA (Simple Moving Average)
Sortino Ratio
Stop-Loss
Survivorship Bias
T
Take-Profit
Total Return
Trend Following
U
Universe
V
Volatility
W
Walk-Forward Optimisation
Win Rate