</> Codebase
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Indicators / Signals
Entropy Math
Entropy Math indicator is based on Maximum Entropy Method.
indicator
chaos
entropy
disorder
Entropy Math
Columns > Databank / Filter
Cochran’s Formula : the number of samples
it is important to define the number of samples (trade) necessary for a correct reliability of the performances and related metrics.
Cochran's Formula
statistics number
minimum number of samples (trade)
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
Median Number of Trades Of Additional Markets
This Databank snippet returns the median Number of Trades of all tested additional markets.
Money Management
ATR Volatility Money Management Sizing
In situations where short-term volatility is rising or falling, it may make sense to change the position size. This snippet in StrategyQuant X that allows you to increase/decrease the size of a trade based of short-term volatility..
atr
mm
sizing
volatilits
Custom Analysis
Rank and Select Strategies by Strategy Metric
Rank and Select Strategies by Strategy Metric
rank
custom analysis
Indicators / Signals
Hull Moving Average ATR Bands – HMAAB
Hull Moving Average (HMA) ATR Bands is a technical analysis indicator that combines the concepts of Hull Moving Average (HMA) and Average True Range (ATR) to create dynamic support and resistance levels, or "bands", around the HMA line. This indicator helps traders to gauge the volatility and price action around the HMA, providing additional insights for potential trade setups.
indicator
trend
atr
average
clonex
hull moving average
atr bands
Columns > Databank / Filter
Edge Ratio in Pips Based on Median
This is Edge Ratio in pips but instead of averaging MFE and MAE values by the arithmetic mean, I've used medians.
edge ratio
Indicators / Signals
Close Minus Moving Average – CMMA
Close Minus Moving Average - CMMA Note: Please install before CMMA Log ATR indicator.
indicator
movina average
masters
normalized