</> Codebase
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Columns > Databank / Filter
Drawdown % of Initial Capital
When evaluating strategies, it useful to consider the maximum drawdown as a percentage, not only respect to the previous high, but to the initial capital, as theoretically, the maximum drawdown
Custom Analysis
Reading Strategy settings, variables, rules and building blocks in few easy step using Xml
How to read each variables values, each the rules from a strategy using Xml. How to use Class XMLUtil ? Which functions are more important ? How to work with JDom Element easily with some example
Building Blocks
XML
Strategy
Strategy settings
Stop Loss
Take Profit
Columns > Databank / Filter
Annual % Return / Max. Drawdown % of Initial Capital
When evaluating strategies, it useful to consider the maximum drawdown as a percentage, not only respect to the previous high, but to the initial capital, as theoretically, the maximum drawdown
Custom Analysis
Are any Building Blocks better than the other ? Can we find better blocks for our settings, for our instruments and timeframe ? V2
Are any Building Blocks better than the others ? How do we test them ? Can we test them on one Databank ? Can we test Building Blocks on multiple Databanks and improve the Out Of Sample period ? Thanks to our coding sessions and the coding example "changing-strategy-parameters-programmatically" and "viewing-and-changing-strategy-parameters-version-2". We can now create our own custom analysis to get some answer
custom analysis
CodeEditor
Building Blocks
Columns > Databank / Filter
Average of all Additional Markets
Average of all Additional Markets : Drawdown, AnnualPctReturnDDRatio, NetProfit, NumberOfTrades, ProfitFactor, ReturnDDRatio, RExpectancy, SortinoRatio, UlcerIndex, WinningPct, SharpeRatio
AnnualPctReturnDDRatio
Additional Market
SharpeRatio
NetProfit
NumberOfTrades
ProfitFactor
ReturnDDRatio
RExpectancy
SortinoRatio
UlcerIndex
WinningPct
Drawdown
Columns > Databank / Filter
Average of all Additional Markets with the main results
Average of all Additional Markets with the main results : Drawdown, AnnualPctReturnDDRatio, NetProfit, NumberOfTrades, ProfitFactor, ReturnDDRatio, RExpectancy, SortinoRatio, UlcerIndex, WinningPct, SharpeRatio
additional markets
AnnualPctReturnDDRatio
SharpeRatio
NetProfit
NumberOfTrades
ProfitFactor
ReturnDDRatio
RExpectancy
SortinoRatio
UlcerIndex
WinningPct
Drawdown
Charts > Trade analysis charts
Grouped Consecutive Loss Count Analysis
This snippet will help you to answer the question, how often did I get a particular losing sequence in my strategy.
Practical Trading
SQX Coding
Strategy Development