Přejít k obsahu | Přejít k hlavnímu menu | Přejít k vyhledávání

</> Codebase - Databank / Filter

StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.

Quick help links

Databank / Filter

AvgNetProfit%PerBar

I give you an example of use followed by a question ???? : (A) Imagine you get 6% profit on 20 Days ...

Databank / Filter

Samuel’s (Timothy Masters) Internal Profit Factor

This powerful profit factor punishes strategies for intratrade drawdown. You can read more about it ...

Databank / Filter

K-Ratio

The K-ratio is a statistical metric that measures the growth of return and the consistency of that g...

Databank / Filter

Normalized Profit Factor

Here my first share. Seen it and coded from the article here : mastering-the-art-of-trading-metrics-...

Databank / Filter

Number of trades from WF Matrix

This Java snippet adds a new databank column functionality and allows you to calculate the number of...

Databank / Filter

Return / Max Drawdown (Max Intraday Drawdown or Trade Drawdown)

This new code chooses the greater Drawdown (Max Intraday Drawdown or Trade Drawdown)....

Databank / Filter

Symmetrical Profit Factor and Score

A four decimal profit factor that can be summed or averaged properly with a zero baseline....

Databank / Filter

Timothy Masters Internal Profit Factor

Timothy Masters Internal Profit Factor...

Databank / Filter

Additional Markets Strategy Metrics Average Values

83 Additional Markets Strategy Metrics Average Values snippets...

Databank / Filter

Number of Profitable Additional Markets

Shows the number of profitable additional markets. I just made some small changes to one of Clonex's...

Risk Disclosure:
Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

Hypothetical Performance Disclosure:
Hypothetical performance results have many inherent limitations, some of which are described below. no representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.

Testimonial Disclosure:
Testimonials appearing on www.strategyquant.com may not be representative of the experience of other clients or customers and is not a guarantee of future performance or success.