StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Programming documentation is available here: Programming for SQ
Quick links to the main documentation articles and examples:
| How to extend StrategyQuant X: | Building block examples: Adding Envelopes indicator – step by step | Databank columns / metrics: |
All contents:
Net Profit divided by %Drawdown – is a good indicator of how quickly a strategy can recover from a loss
Bundle of databank column snippets which can help you identify Exit Methods used in the strategy.
Second file is Exit Complexity – databank column which returns a summation of the used exit methods.
This Databank snippet returns the median Number of Trades of all tested additional markets.
This Databank snippet returns the median Stability SQ3 of all tested additional markets.
This Databank snippet returns the median Net profit of all tested additional markets.
This Databank snippet returns the median Profit factor of all tested additional markets.
SL level pips, Pease. Thank you.
Exclude % of trades with the biggest ABSOLUTE value of profits/losses
0
(1 votes, average: 5.00 out of 5)
Loading...This snippet cut the biggest profits/losses from the original trades list.
If you set 5%; snippet will cut 2,5% biggest profits and 2.5% of the biggest losses.
Currently implemented for MT4.
Some uses for ER:
– A qualifier for a trend following trade; a trend is considered “persistent” only when RE is above a certain value, e.g. 0.3 or 0.4 .
– A filter to screen out choppy stocks/markets, where breakouts are frequently “fakeouts”.
– In an adaptive trading system, helping to determine whether to apply a trend following algorithm or a mean reversion algorithm.
– It is used in the calculation of Kaufman’s Adaptive Moving Average (KAMA).
Z – Score indicator implementation with two conditions/signals.
Currently implemented only for the MT4 version. ( 05/08/2020)