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 !!!