</> Codebase - Columns
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Columns > Databank / Filter
K-Ratio
The K-ratio is a statistical metric that measures the growth of return and the consistency of that growth over a specified period. It takes into account both the returns themselves and the order of those returns.
Columns > Databank / Filter
Normalized Profit Factor
Here my first share. Seen it and coded from the article here : mastering-the-art-of-trading-metrics-an-interview-with-bozhidar-bozhkov-on-normalised-profit-factor Summary : 1. It works even when profits or losses are zero. 2. It gives a
Normalized Profit Factor
Columns > 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 trades of all combinations of a WF Matrix.
databank
columns
WF matrix
Columns > Databank / Filter
Return / Max Drawdown (Max Intraday Drawdown or Trade Drawdown)
This new code chooses the greater Drawdown (Max Intraday Drawdown or Trade Drawdown).
Columns > Databank / Filter
Symmetrical Profit Factor and Score
A four decimal profit factor that can be summed or averaged properly with a zero baseline.
profit factor
Columns
Strategy Metrics Out Of Sample / In The sample Ratios
Strategy Metrics Out Of Sample / In The sample Ratios
in the sample
oosisratio
oos
is
out of smaple
Columns > Databank / Filter
Timothy Masters Internal Profit Factor
Timothy Masters Internal Profit Factor
Timothy Masters Internal Profit Factor
Columns > Databank / Filter
Additional Markets Strategy Metrics Average Values
83 Additional Markets Strategy Metrics Average Values snippets
strategy metrics
Columns > 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 columns so yeah he did most of the work.
additional markets
Columns > Databank / Filter
Profit Factor / MC: Retest 95% Profit Factor Ratio
Profit Factor / MC: Retest 95% Profit Factor Ratio