</> Codebase - Databank / Filter
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Edge Ratio
In the newest version of StrategyQuant X – build 131 we added the ability to work with the ATR(14) value in a moment of position opening. This value can be accessed via field order.ATROnOpen, which is a key feature for using the EDGE ratio tool.
edge ratio
MAFE Profit Factor
Profit Factor which includes MAE and MFE as well as PL.
profit factor
PF
MAE
MFE
column
stat
Timothy Masters
Exit Methods Snippet Bundle
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.
exit methods
stoplosss
trailing
profit targer
exit after bars
strategyquant
Median Number of Trades Of Additional Markets
This Databank snippet returns the median Number of Trades of all tested additional markets.
Median Stability SQ3 Of Additional Markets
This Databank snippet returns the median Stability SQ3 of all tested additional markets.
additional markets
median
stability
stability sq3
Median Net Profit Of Additional Markets
This Databank snippet returns the median Net profit of all tested additional markets.
additional markets
portfolio
median
net profit
Median Profit Factor Of Additional Markets
This Databank snippet returns the median Profit factor of all tested additional markets.
profit factor
additional markets
portfolio
median
kpi
Optimization profile values
Optimization profile values as databank columns and filters. Works only from version SQ 129 up!
Special Walk-Forward values
Walk-Forward values as databank columns and filters.