SQN Score calculation

1 replies

rjay

Customer, bbp_participant, community, 43 replies.

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5 years ago #114868

I wondered if you could tell me what calculation you are using for SQN score ?  I have another package that reads MT4 statements and it’s coming up with quite a different figure from what I’m seeing in QA. So I just want to see if both programs use the same calculation.

 

I believe my other app is using (mean / stdev) * sqrt(# of trades).

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tomas262

Administrator, sq-ultimate, 684 replies.

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5 years ago #135790

SQN Score is a variation of standard System Quality Number as defined by Van Tharp. It is SQN multiplied by averageTradesPerYear / 100, so that it removes bias on number of trades. The complete formula is available in QuantEditor in EA Analyzer 4 in StatsValues category, so you can check how it is computed.

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