RecoveryFactor
as requested here: https://roadmap.strategyquant.com/tasks/sq4_6339
The code is very simple:
package SQ.Columns.Databanks; import com.strategyquant.lib.L; import com.strategyquant.lib.SettingsMap; import com.strategyquant.tradinglib.DatabankColumn; import com.strategyquant.tradinglib.OrdersList; import com.strategyquant.tradinglib.SQStats; import com.strategyquant.tradinglib.StatsTypeCombination; import com.strategyquant.tradinglib.ValueTypes; public class RecoveryFactor extends DatabankColumn { public RecoveryFactor() { super(L.t("RecoveryFactor"), DatabankColumn.Decimal2, ValueTypes.Maximize, 0, 0, 200); setDependencies("NetProfit", "DrawdownPct"); } //------------------------------------------------------------------------ @Override public double compute(SQStats stats, StatsTypeCombination combination, OrdersList ordersList, SettingsMap settings, SQStats statsLong, SQStats statsShort) throws Exception { int netProfit = stats.getInt("NetProfit"); int drawdownPct = stats.getInt("DrawdownPct"); return round2(safeDivide(netProfit, drawdownPct)); } }
Please, In which Strategyquant directory should the RecoveryFactor.sxp file be inserted?
Simply open the CodeEditor in SQX using the </> button, then click Import / Export and import the SXP file
excellent ! thank you !!!