Trade Edge Ratio
The edge ratio tells us how high the potential was for a particular trade. The calculation is the ratio of normalized MFE and normalized MAE. We have already written about the Edge Ratio in this article.
You can find detailed tutorial post here.
How to import custom indicators to SQX: https://strategyquant.com/doc/programming-for-sq/import-export-custom-indicators-and-other-snippets/