quanthouse

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QuantENGINE

QuantENGINE description:

The main purpose of the QuantENGINE system is to run precompiled strategies in a semi-unattended manner and in a standalone “production” QuantENGINE environment.

QuantENGINE features:

QuantENGINE is a paper/live trading tool which provides strategy monitoring. The following screenshots show the list of the executed orders, the chart with the trading signals displayed and the performance window.

QuantENGINE is a paper/live trading tool which provides strategy monitoring. The following screenshots show the list of the executed orders, the chart with the trading signals displayed and the performance window.
QuantENGINE is a paper/live trading tool which provides strategy monitoring. The following screenshots show the list of the executed orders, the chart with the trading signals displayed and the performance window.

QuantENGINE allows you to:

  • export a working strategy from the IDE, for use in QuantENGINE.
  • load the precompiled strategy component into QuantENGINE.
  • connect QuantENGINE to a market data provider (either historical, real time or low latency).
  • connect QuantENGINE to a trade execution provider (either simulation or live).
  • use QuantENGINE to run the strategy.
  • use QuantENGINE or the portfolio viewer to review strategy performance.

The QuantENGINE system uses incoming market data for strategy execution immediately.

If you want to investigate later why QuantENGINE made a particular trading move in a live trading scenario, you must use the IDE or the QuantDATACENTER to capture and store the real time market data feed that QuantENGINE is seeing. That way you can play back the captured data, to help debug the strategy.

Here is a screenshot of the default QuantENGINE system, showing a choice of three loaded strategies. The results in the window are for a CATS2_Crossover strategy run against daily DELL market data.