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</> Codebase - profit factor

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

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What If scenarios (SQ)

What If: Profit Factor Trading Moving Average Money Management Simulation

What if snippet Profit Factor MA Trading calculates the profit factor of the strategy and when profit factor is lower than threshold you have set, the strategy changes trade size. Snippet still calculates the profit factor of the strategy even if the current profit factor is below the threshold. At the moment when the profit factor gets above the threshold we have chosen, the strategy changes positions size again

profit factor

51

Columns > Databank / Filter

MAFE Profit Factor

Profit Factor which includes MAE and MFE as well as PL.

profit factor

PF

MAE

MFE

column

stat

Timothy Masters

51

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

52

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.