Timothy Masters Internal Profit Factor
Snippet described in blog post you can read here.
*Works in StrategyQuantX 136 and higher.
How to import custom snippets to SQX:
- https://strategyquant.com/doc/programming-for-sq/import-export-custom-indicators-and-other-snippets/
I cannot see the file to download. can you add to the post? thanks
You can download it in the updated link in the blog post.
Thank you
Great add-on, thanks!
When running SQX v136 and I have imported the IPF code, my strategy building on the same settings goes from about 300K / hr to 3K p/ hr , whilst I’m not using that KPI in the process yet. Can I disable it for the building steps and only activate in a later building block?
We have to check it