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
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