</> Codebase
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Indicators / Signals
Money Flow Index (MFI)
The Money Flow Index (MFI) is a technical oscillator that uses price and volume data for identifying overbought or oversold signals in an asset. It can also be used to spot divergences which warn of a trend change in price. The oscillator moves between 0 and 100.
MFI
money flow index
oscillator
volume
Indicators / Signals
Detrended Price Oscillator (DPO)
Unlike other oscillators, such as the stochastic or moving average convergence divergence (MACD), the DPO is not a momentum indicator. It instead highlights peaks and troughs in price, which are used to estimate
oscillator
Detrended Price Oscillator DPO
DPO
Columns > Databank / Filter
Average of all Additional Markets with the main results
Average of all Additional Markets with the main results : Drawdown, AnnualPctReturnDDRatio, NetProfit, NumberOfTrades, ProfitFactor, ReturnDDRatio, RExpectancy, SortinoRatio, UlcerIndex, WinningPct, SharpeRatio
additional markets
AnnualPctReturnDDRatio
SharpeRatio
NetProfit
NumberOfTrades
ProfitFactor
ReturnDDRatio
RExpectancy
SortinoRatio
UlcerIndex
WinningPct
Drawdown
Indicators / Signals
Is Greater/Is Lower Percentile Rank Comparison
Is Greater/Is Lower Percentile Rank Comparison
percent rank
percentile
if greater
is lower
Monte Carlo > Retest methods
MC Retest Randomize Exit Parameters
Randomizes only the exit parameters.
exit
randomize
parameters
MC
Monte Carlo
exits
Columns > Databank / Filter
Biggest MAE on multiple trades
We have a snippet called "Biggest MAE". It is very useful to see how a strategy with a single order behave. However, when you open multiple orders at once, you have to calculate the total MAE of all the open positions
MAE
Biggest MAE
Hedging
Basket orders
multiple orders
Indicators / Signals
Waddah Attar Explosion – WAE
Waddah Attar Explosion - WAE
Waddah Attar Explosion - WAE
Indicators / Signals
Volume Weighted Average Price Bollinger Bands – VWAPBB
Volume Weighted Average Price (VWAP) Bollinger Bands is a technical analysis indicator that combines the concepts of Volume Weighted Average Price (VWAP) and Bollinger Bands to create dynamic support and resistance levels, or "bands", around the VWAP line. This indicator helps traders to gauge the volatility and price action around the VWAP, providing additional insights for potential trade setups.
moving average
volume
vwap
bollinger bands
Volume Weighted Average Price
Columns > Databank / Filter
CAGR% / Avg DD % Ratio
Ratio of CAGR in % and average DD in %
CAGR% / Avg DD % Ratio
CAGRAvgDDRatio