SQX Strategy Filtering Conditions

Hi Mark

SQX: When setting Strategy Filtering Conditions, please can you clarify the correct ‘Results In’ setting for parameters with values that are neither: Money; Percent; Pips. For example:

• # of Trades: which is a Number
• Profit Factor: which is in PerUnit (pu)
• Ret/DD Ratio: which is in PerUnit (pu)
• Any other Ratio: which is in PerUnit (pu)

See attached images

Thanks

AC1962

switching Result in between Money / Percent / Pips sets from which results the columns are computed. It doesn’t mean the unit of the column itself.

For trades, # of trades will be same for all these values.

But for ratios, if you select Result in=Money, then for example Return/DD ratio will be computed as: Net profit in money / Drawdown in money.

If you select Result in=Percent, then Return/DD ratio will be computed as: Net profit in percent/ Drawdown in percent.

If you select Result in=Pips, then Return/DD ratio will be computed as: Net profit in pips/ Drawdown in pips.

I hope you understand the difference now.

Hi Mark

Great! Thanks for quick response and explanation.

AC1962