</> Codebase
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Indicators / Signals
Detrended Price Oscillator (DPO)
Unlike other oscillators, such as the stochastic or moving average convergence divergence (MACD), the DPO is not a momentum indicator. It instead highlights peaks and troughs in price, which are used to estimate
Detrended Price Oscillator DPO
DPO
oscillator
Indicators / Signals
Choppiness Index
The Choppiness Index is designed to determine whether the market is choppy or trading sideways, or not choppy and trading within a trend in either direction. Using a scale from 1 - 100, the market is considered to be choppy as values near 100 (over 61.80) and trending when values are lower than 38.20).
trend
chop
index
choppiness index
range
indicator
Indicators / Signals
Entropy Math
Entropy Math indicator is based on Maximum Entropy Method.
chaos
entropy
disorder
Entropy Math
indicator
Indicators / Signals
CSSA Market Regime
This indicator is based on https://cssanalytics.wordpress.com/2015/03/13/using-a-self-similarity-metric-with-intraday-data-to-define-market-regimes/
market regime
chaos
similarity
cssa
Indicators / Signals
Volume-Weighted Average Price (VWAP)
In finance, volume-weighted average price (VWAP) is the ratio of the value of a security or financial asset traded to the total volume of transactions during a trading session. It is a measure of the average trading price for the period. Typically, the indicator is computed for a period of one day, but it can be measured between any two points in time.
vwap
averafe
price
volume
Columns > Trade list
ATR(14) on Open
This snippet shows you the value of ATR(14) at the time the position was opened.
atr
Columns
Multimarket analysis in SQX
Snippets used in blog post: Multimarket analysis in SQX
multimarket analysis
Indicators / Signals
David Varadi Oscillator (DVO)
The Varadi Oscillator (VDO) is a leading indicator first proposed by David Varadi and originally aim to reduce the influence of the trend component in oscillators. The DVO can be described as a rolling percent rank of detrended prices over a certain lookback period. The detrending process used for the calculation of the indicator is based on the simple moving average of the ratio between the closing price and median ( hl2 ) price.
DVO
percentrank
oscillators
david varadi