Iteration Commands

QCL Commands for either controlling iteration processes from the command line or from within a user procedure :

• Iteration Commands - Parameter Driven

• Single Iteration of Quoted Command String (from_parm to_parm step_size)

• Double Iteration of Quoted Command String (from_parm1 to_parm1 step_size1  from_parm2 to_parm2 step_size2 )

• Statistics Gathering commands for above, allowing any results from trade histories (see types of statistics available) to be collected in columns of a table at end of each iteration

• Sort and Display Statistics on any column in statistics table (see sample output)

• Iteration Commands - List Driven

  • Iteration of Quoted Command String for each item (ticker) in wild list, while substituting the item for any * in the Command string

  • Iteration of Quoted Command String for each item user list, while substituting the item for any * in the Command string

  • A support Command that allows the editing of a wild list that may be generated in several ways, including from wildcards or loaded from a user list of tickers, etc.

  • A support Command that sorts the wild list

• Iteration Commands - Date Driven

  • Iteration of a Quoted Command String for each date modeling period, stepsize, and number of steps. This allows the Quoted Comand string to be walked over time.

  • Iteration of a pair of User Procedures, one for parameter training and one for generation and execution of trading signals using the most recently trained parameters. The Command requires a number of days over which to train the parameters, and also the number of days over which to generate and trade the signals. It also allows the user to specify how many training/execution periods to process. This Command is used to test an idea as it is modeled and walked over time in a non-stationary market environment.

   

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