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Kaufman’s Efficiency Ratio (KER)

Indicators / Signals

Kaufman’s Efficiency Ratio (KER)

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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

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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

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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

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Walk-Forward values as databank columns and filters.

Traders Dynamic Index

Indicators / Signals

Traders Dynamic Index

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Traders Dynamic Index extension package for MT4

Average Entry efficiency

Columns > Databank / Filter

Average Entry efficiency

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

Total efficiency

Columns > Databank / Filter

Total efficiency

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

Average MAE in pips

Columns > Databank / Filter

Average MAE in pips

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Snippet calculates average MAE of all trades in pips

Average MFE in pips

Columns > Databank / Filter

Average MFE in pips

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Snippet calculates average MFE of all trades in pips

Envelopes

Indicators / Signals

Envelopes

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Envelopes MT4/MT5 indicator