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</> Codebase

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

Quick help links

What If scenarios (SQ)

What if – Equity Moving Average Trading Simulation

This si snippet described in the StrategyQuantX documentation....

Databank / Filter

Avg. Hours in Trade

Hours/Number of trades...

Indicators / Signals

Detrended Price Oscillator (DPO)

Unlike other oscillators, such as the stochastic or moving average convergence divergence (MACD),...

Indicators / Signals

Choppiness Index

The Choppiness Index is designed to determine whether the market is choppy or trading sideways, or n...

Indicators / Signals

Entropy Math

Entropy Math indicator is based on Maximum Entropy Method....

Indicators / Signals

CSSA Market Regime

This indicator is based on https://cssanalytics.wordpress.com/2015/03/13/using-a-self-similarity-met...

Indicators / Signals

Volume-Weighted Average Price (VWAP)

In finance, volume-weighted average price (VWAP) is the ratio of the value of a security or financia...

Trade list

ATR(14) on Open

This snippet shows you the value of ATR(14) at the time the position was opened....

Columns

Multimarket analysis in SQX

Snippets used in blog post: Multimarket analysis in SQX...

Indicators / Signals

David Varadi Oscillator (DVO)

The Varadi Oscillator (VDO) is a leading indicator first proposed by David Varadi and originally aim...

StrategyQuant is analysis and strategy-development software. We are not a broker or investment advisor – we do not execute trades, hold client funds, or provide investment advice.

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.