Not logged in
Viewing 2 posts - 1 through 2 (of 2 total)

Forums>StrategyQuant>Extras & Strategies>Formula for System Quality Number (SQN) and SQN Score…

  • #233844 |
    Customer
    2 Posts

    Hi all,

    Does anyone know the formula StrategyQuant uses for calculating “System Quality Number (SQN)” and “SQN Score”?

    For example, in the attached screenshot, the SQN is calculated as 5 and SQN Score as 1.1.

    What is the formula for these two calculated fields?

    Thanks for your help in advance.

    Vikas

     

    Attachments in this forum are visible only to Customers.
    #233858
    Customer
    790 Posts

    https://strategyquant.com/forum/topic/3112-sqn-system-quality-number-error-calculation/

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

Viewing 2 posts - 1 through 2 (of 2 total)

You must be logged in to reply to this topic.