</> Codebase - Databank / Filter

Ratio of CAGR in % and average DD in %

This is Edge Ratio in pips but instead of averaging MFE and MAE values by the arithmetic mean, I've used medians.

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.

Profit Factor which includes MAE and MFE as well as PL.

Generation Column

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.