How to use SQN, R expectance, Stablity in fitness metrics?

Looking for a good metric for Robustness to use in weighted metric.

1) what are the formulas for SQN-Score (i couldn’t find it on Van Tharp site or on Internet), Stability?

2) what’s the best Robustness metric to use in the fitness filters and the weighted fitness ranking metric?  (I’ve selected Robustness tests during the Genetic Build, hoping it’ll filter out non-robust systems).

thanks

my condition:

SQN>2.5  ,

SQN score, the bigger the better.

stability>0.75 (whole data)

my condition:

 

SQN>2.5  ,

SQN score, the bigger the better.

 

stability>0.75 (whole data)

 

 

 

 

how do you select whole data in the  ranking options?

All I see is  in sample and out…

I notice that the SQN score has a function of time. If your data is earlier than 2003, potentially you can get the SQN above 5

If I can get my strategy above 5 using the data from SQ Tick Downloader. That is a rare “Holy Cow” moment… 😀 

The anti-climax is when you get to WFM and it fail miserably ..danm..