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StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Indicators / Signals
Choppiness Index
The Choppiness Index is designed to determine whether the market is choppy or trading sideways, or not choppy and trading within a trend in either direction. Using a scale from 1 - 100, the market is considered to be choppy as values near 100 (over 61.80) and trending when values are lower than 38.20).
indicator
trend
chop
index
choppiness index
range
Indicators / Signals
Entropy Math
Entropy Math indicator is based on Maximum Entropy Method.
chaos
entropy
disorder
Entropy Math
indicator
Indicators / Signals
ATR Percent
Average True Range Percent ( ATRP ) expresses the Average True Range (ATR) indicator as a percentage of a bar's closing price. ATRP is used to measure volatility just as the Average True Range (ATR) indicator is. ATRP allows securities to be compared, where ATR does not.
indicator
technical analysis
atr
Indicators / Signals
TTM Squeeze
TTM Squeeze is a volatility and momentum indicator introduced by John Carter of Trade the Markets (now Simpler Trading), which capitalizes on the tendency for price to break out strongly after consolidating in a tight trading range.
indicator
technical analysis
squeeze
Indicators / Signals
Kaufman’s Efficiency Ratio (KER)
Currently implemented for MT4. Some uses for ER: - A qualifier for a trend following trade; a trend is considered "persistent" only when RE is above a certain value, e.g. 0.3 or 0.4 . - A filter to screen out choppy stocks/markets, where breakouts are frequently "fakeouts". - In an adaptive trading system, helping to determine whether to apply a trend following algorithm or a mean reversion algorithm. - It is used in the calculation of Kaufman's Adaptive Moving Average (KAMA).
indicator
trend
adaptive
kama
Indicators / Signals
Z- Score
Z - Score indicator implementation with two conditions/signals. Currently implemented only for the MT4 version. ( 05/08/2020)
indicator
mt4
zscore
signal