中央値に基づくpips単位のエッジ比率

This is Edge Ratio but instead of averaging MFE and MAE values by the arithmetic mean, I’ve used medians. The biggest advantage of using medians is the ability do handle outliners and skewed distributions.

More about the Edge ratio you can find here: https://strategyquant.com/blog/edge-ratio-in-strategyquant-x/

This snippet requires import org.apache.commons.math3  jar.

You can download it here: https://jar-download.com/artifacts/org.apache.commons/commons-math3/3.6.1/source-code

Step by step tutorial how to do it you can find here: https://strategyquant.com/doc/programming-sq/using-custom-jar-libraries/

In short:

All you need to do is to copy your JARs ( extracted from jar_files.zip file in attachment)  into /user/libs StrategyQuantのインストールフォルダ内のフォルダに配置し、SQを再起動すれば、スニペットからそれらを呼び出せるようになるはずです。.