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StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Columns > Databank / Filter
Return / Max Drawdown (Max Intraday Drawdown or Trade Drawdown)
This new code chooses the greater Drawdown (Max Intraday Drawdown or Trade Drawdown).
Columns > Databank / Filter
Symmetrical Profit Factor and Score
A four decimal profit factor that can be summed or averaged properly with a zero baseline.
profit factor
Columns
Strategy Metrics Out Of Sample / In The sample Ratios
Strategy Metrics Out Of Sample / In The sample Ratios
oosisratio
oos
is
out of smaple
in the sample
Indicators / Signals
Is Greater/Is Lower Percentile Rank Comparison
Is Greater/Is Lower Percentile Rank Comparison
percent rank
percentile
if greater
is lower
What If scenarios (SQ)
What If : Only Short Trades
What If : Only Short Trades This what-if snippet allows you to simulate trading a strategy only with only Only Short trades. More about What if simulations you can find here.
whatif
what if
only short
short trades
What If scenarios (SQ)
What If : Only Long Trades
What If : Only Long Trades This what-if snippet allows you to simulate trading a strategy only with only Only Long trades
whatif
long
only long
Columns > Databank / Filter
Timothy Masters Internal Profit Factor
Timothy Masters Internal Profit Factor
Timothy Masters Internal Profit Factor
Columns > Databank / Filter
Additional Markets Strategy Metrics Average Values
83 Additional Markets Strategy Metrics Average Values snippets
strategy metrics