Ratio of SQN(IS) / SQN (OOS)
SQN (IS) vs SQN (OOS) ratio – based on user’s request – in this example we’ll be adding new databank column that will be not computed from list of trades, but instead computes a ratio between two already computed columns.
Every statistical value like Net profit, Profit factor, Drawdown, Sharpe ratio etc., is implemented as a databank column snippet. The snippet takes care of computing the value and returning it in the proper format to be displayed in the grid.
Our new ForceIndex indicator is implemented, but as mentioned earlier, it is available only Random Indicators Signals section. This means that it will be randomly combined with all the comparisons and random numerical values.
In StrategyQuant X you should prefer using signals – those are predefined conditions using an indicator…
(2 votes, average: 4.50 out of 5)ForceIndex indicator for SQ X
If you are trying to develop some custom indicator, signal or anything else by yourself, or you want it developed …