</> Codebase - Databank / Filter
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Columns > Databank / Filter
Edge Ratio in Pips Based on Median
This is Edge Ratio in pips but instead of averaging MFE and MAE values by the arithmetic mean, I've used medians.
edge ratio
Columns > Databank / Filter
Edge Ratio
EDIT 31.1.2022 EDGE RATIO IS NOW PART OFS SQX YOU CAN FIND IT IN CODE EDITOR IN DATABANK SNIPPETS. YOU CAN FIND IT ALSO IN DATABANKS VIEWS ALSO DIRECTLY IN SQX
edge ratio
Columns > Databank / Filter
MAFE Profit Factor
Profit Factor which includes MAE and MFE as well as PL.
stat
Timothy Masters
profit factor
PF
MAE
MFE
column
Columns > Databank / Filter
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
Columns > Databank / Filter
Median Number of Trades Of Additional Markets
This Databank snippet returns the median Number of Trades of all tested additional markets.
Columns > Databank / Filter
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
Columns > Databank / Filter
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
Columns > Databank / Filter
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
Columns > Databank / Filter
Optimization profile values
Optimization profile values as databank columns and filters. Works only from version SQ 129 up!