Codebase - Indicatori / Segnali
Codebase della piattaforma StrategyQuant X: un luogo dove condividere le personalizzazioni e le estensioni codificate tra tutti gli utenti.
Indicatori / Segnali
Indicators Smoothing Custom Blocks
In our latest update, we've introduced new comparison blocks that allow you to smooth any indicator using various moving averages, such as SMA, EMA, WMA, or HMA. These blocks enable you to compare an indicator's current value to its smoothed version, helping to filter out market noise and focus on significant trends. You can specify parameters like the period, moving average type, and shift to tailor the smoothing to your strategy. This enhancement provides traders with refined tools to develop more robust and responsive trading strategies.
indicator ma
media mobile
clonex
Indicatori / Segnali
CUSUM
CUSUM is a sequential analysis technique that accumulates deviations from a target value over time. By comparing the cumulative sum against defined thresholds, it becomes easier to spot even subtle shifts in price behavior. In our implementation, two separate accumulators—one for upward movements (CUSUM Positive) and one for downward movements (CUSUM Negative)—signal when the change in the underlying price series becomes significant.
cucum
ivan huidec
drift
indicatore
clonex
Indicatori / Segnali
Adaptive Custom Block/Conditions
These custom blocks, or conditions, were used in the analysis of the effectiveness of more adaptive blocks, which you can read here. Additionally, these custom blocks can serve as a template for you to prepare your own.
cusotm blocks
adattivo
cinditions
Indicatori / Segnali
Kolmogorov-Smirnov Test (KSTest)
The Kolmogorov-Smirnov Test (KSTest) indicator is a statistical tool used in quantitative trading to compare two data samples and determine if they come from the same distribution. In this implementation, the indicator compares a recent sample of price data ( Period1) with a historical sample (Period2) to detect significant changes in the underlying distribution of the data.
clonex
regime
turno
ivanhudec
indicatore
regime di mercato
Indicatori / Segnali
Is Greater Adaptive / Is Lower Adaptive
The IsGreater Is/Lower Adaptive comparison block does one main thing: it checks if one indicator is greater than another, but only generates a signal if similar situations were profitable in the past.
regime di mercato
clonex
comaprison
indicatore
adattivo
Indicatori / Segnali
AutoCorrelation
Autocorrelation measures the degree of similarity between a time series and a lagged version of itself. Simply put, it determines if today’s price movements relate to movements from a specific number of periods ago.
autocorrelation
indicatore
clonex
Indicatori / Segnali
Crosses Above/Below Adaptive
Adaptive blocks “Crosses Above/Below Adaptive” bring a new level of intelligence to trading strategies by incorporating historical signal performance. Unlike standard blocks that only detect when one indicator crosses another, adaptive blocks analyze how similar signals performed in the past to estimate the reliability of the current signal.
operator
adattivo
comparison block
Indicatori / Segnali
Adaptive Crosses Above/Below Custom Blocks
Adaptive Crosses Above/Below Custom Blocks / Conditions
Indicatori / Segnali
Is Rising/Is Falling Custom Blocks
Custom blocks are essential for optimizing the flexibility of algorithmic trading strategies in StrategyQuant X. They enable users to establish their own trading logic and rules in addition to the standard set of indicators or actions that are available on the platform.
rules
Indicatori / Segnali
Confronto tra conteggi strettamente superiori o inferiori
I blocchi di confronto incorporati del conteggio maggiore e del conteggio minore verificano la condizione solo una volta nelle ultime X barre. Questo controllo di confronto rigoroso fa più o meno la stessa cosa