</> Codebase

Annual Return % / Avg DD % Ratio

Ratio of CAGR in % and average DD in %

The Money Flow Index (MFI) is a technical oscillator that uses price and volume data for identifying overbought or oversold signals in an asset. It can also be used to spot divergences which warn of a trend change in price. The oscillator moves between 0 and 100.

This is Edge Ratio in pips but instead of averaging MFE and MAE values by the arithmetic mean, I've used medians.

Double exponential moving averages (DEMA) are an improvement over Exponential Moving Average (EMA) because they allocate more weight to recent data points. The reduced lag results in a more responsive moving average, which helps short-term traders spot trend reversals quickly.

ATR Percent rank gives the percentile rank of the current Average True Range compared to the X periods previous ones. By comparing the recent ATR to the previous behavior of it on the same instrument, we can have a clearer view of what the current volatility means in Time because of its ranking in percentage.

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.

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.

EDIT 31.1.2022 EDGE RATIO IS NOW PART OFS SQX YOU CAN FIND IT IN CODE EDITOR IN DATABANK SNIPPETS. YOU CAN FIND IT ALSO IN DATABANKS VIEWS ALSO DIRECTLY IN SQX

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