New video tutorial – How to code custom indicator in StrategyQuant
August 17th, 2020
Rating: 
(4 votes, average: 4.00 out of 5)
Loading...
(4 votes, average: 4.00 out of 5)Loading...In this tutorial Tomas Brynda, our senior programmer, will show you step-by-step how to add TDI indicator into StrategyQuant using Java code. The advantage of adding an indicator this way is a possibility to use it for backtests for any timeframe without importing any additional data etc..
You can find the tutorial below:
How can I bring tradestation indicator into SQ as a custom indicator. thanks
If you have a favorite indicator in TS that you would like to see in SQX you can follow our codebase tutorials to learn how to translate your indicator into SQX https://strategyquant.com/codebase
Alternatively you can create a request for developers too add your indicator for you using this link https://roadmap.strategyquant.com/projects/sqp/tasks/new
Please send me the link to download the source code for both the SQX and MT4 of TDI indicators..
Thx.
Great video. This was soooooo useful. Thank you so much for uploading it.
Hi Martin, I’m glad it helped. Thanks for watching
Hello Tomas, thanks for the explanation, really enlightening.
I saw that you rewrite the statistical functions of Variance and Standard Deviation. Is it possible to define them in specific statistical packages? So as to reuse them in all other circumstances?
where can I find the javadoc of this distribution? Sorry if I have not found it
Thank you for all, cordiality, Sabino.
Hi Sabino,
if you want to use the Variance and Standard deviation calculations in multiple snippets, it would be good to define them as new calculator classes inside SQ.Calculators package and make them extend AbstractCalculator class. Then you will be able to use it the same way as any other calculator.
You can find the documentation here: https://strategyquant.com/doc/programming-sq. Please note, we are still working on it, so it’s not complete yet. We plan to add some javadoc style documentation as well.
Best regards,
Tomas