Codebase
Add new

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

Programming documentation is available here: Programming for SQ

Quick links to the main documentation articles and examples:

How to extend StrategyQuant X:

Introduction

Import/Export Snippets

Building block examples:

Adding Envelopes indicator – step by step

Adding new indicator snippet – ForceIndex

Creating signals blocks based on indicators

Databank columns / metrics:

Adding new databank column

Adding new databank column – special

All contents:

RecoveryFactor

Columns > Databank / Filter

RecoveryFactor

1
1 Star2 Stars3 Stars4 Stars5 Stars (2 votes, average: 3.00 out of 5)
Loading...

Net Profit divided by %Drawdown – is a good indicator of how quickly a strategy can recover from a loss

SL level pips (Request)

Columns > Trade list

SL level pips (Request)

1
1 Star2 Stars3 Stars4 Stars5 Stars (1 votes, average: 5.00 out of 5)
Loading...

SL level pips, Pease. Thank you.

Exclude % of trades with the biggest ABSOLUTE value of profits/losses

What If scenarios (SQ)

Exclude % of trades with the biggest ABSOLUTE value of profits/losses

0
1 Star2 Stars3 Stars4 Stars5 Stars (1 votes, average: 5.00 out of 5)
Loading...

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.

Kaufman’s Efficiency Ratio (KER)

Indicators / Signals

Kaufman’s Efficiency Ratio (KER)

0
1 Star2 Stars3 Stars4 Stars5 Stars (2 votes, average: 3.00 out of 5)
Loading...

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).

Z- Score

Indicators / Signals

Z- Score

0
1 Star2 Stars3 Stars4 Stars5 Stars (4 votes, average: 3.50 out of 5)
Loading...

Z – Score indicator implementation with two conditions/signals.
Currently implemented only for the MT4 version. ( 05/08/2020)

Optimization profile values

Columns > Databank / Filter

Optimization profile values

0
1 Star2 Stars3 Stars4 Stars5 Stars (1 votes, average: 1.00 out of 5)
Loading...

Optimization profile values as databank columns and filters. Works only from version SQ 129 up!

Special Walk-Forward values

Columns > Databank / Filter

Special Walk-Forward values

0
1 Star2 Stars3 Stars4 Stars5 Stars (2 votes, average: 4.50 out of 5)
Loading...

Walk-Forward values as databank columns and filters.

Traders Dynamic Index

Indicators / Signals

Traders Dynamic Index

5
1 Star2 Stars3 Stars4 Stars5 Stars (3 votes, average: 3.33 out of 5)
Loading...

Traders Dynamic Index extension package for MT4

Average Entry efficiency

Columns > Databank / Filter

Average Entry efficiency

0
1 Star2 Stars3 Stars4 Stars5 Stars (3 votes, average: 3.67 out of 5)
Loading...

Average Entry Efficiency = Sum((Maximum Possible Difference in Prices For This Entry)/
(Profit Potential))/Number Of Trades

Total efficiency

Columns > Databank / Filter

Total efficiency

0
1 Star2 Stars3 Stars4 Stars5 Stars (3 votes, average: 4.67 out of 5)
Loading...

Total Efficiency = (Realized Difference in Prices)/(Profit Potential)