14. 12. 2024

5 2

Avg. Stagnation

I modified the original Stagnation code to use an average stagnation (daily basis) as the metric, for 2 reasons:

1. To know on average how many days before a new performance high
2. To filter out strategies with a lower stagnation average for frequent new performance highs.

 

Import the file in SQX Editor to use this one.

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Emmanuel
23. 1. 2025 8:54 am

Very good idea Jean Jean !! thank you

Erick
Erick
29. 6. 2025 9:08 pm

Hi Jean, I had just installed it, amazing idea. Just the value of the Avg stagnation in IS or OOS gives me 0, how can I solve this?
Thanks