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StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Indicators / Signals
(DTW) Dynamic Time Warping
The Dynamic Time Warping (DTW) indicator measures the similarity between two sequences of price data by aligning them in a way that minimizes their distance. It’s useful for identifying repeating patterns or aligning similar patterns even if they are stretched or shifted in time.
indicator
analysis
clonex
regime
shift
dtw
Dynamic Time Warping
What If scenarios (SQ)
Exclude % of trades with the biggest ABSOLUTE value of profits/losses
This snippet cut the biggest profits/losses from the original trades list. If you set 5%; snippet will cut 2,5% biggest profits and 2.5% of the biggest losses.
whatif
analysis
%