</> Codebase
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Indicators / Signals
ATR Percent
Average True Range Percent ( ATRP ) expresses the Average True Range (ATR) indicator as a percentage of a bar's closing price. ATRP is used to measure volatility just as the Average True Range (ATR) indicator is. ATRP allows securities to be compared, where ATR does not.
indicator
technical analysis
atr
Columns
Databank Ratios 01032022
AnnualPercReturnAvgDDPerRatio AvgWinPerc AvgWinPercAvgDDPerRatio NetProfitAvgDDRatio PercARAvgDDRatio
ratio
databank
columns
AnnualPercReturnAvgDDPerRatio
AvgWinPerc
Indicators / Signals
Ehlers Mother of All Moving Averages – MOAMA
Ehlers Mother of All Moving Averages
moving average
ehlers
Indicators / Signals
Volume-Weighted Average Price (VWAP)
In finance, volume-weighted average price (VWAP) is the ratio of the value of a security or financial asset traded to the total volume of transactions during a trading session. It is a measure of the average trading price for the period. Typically, the indicator is computed for a period of one day, but it can be measured between any two points in time.
volume
vwap
averafe
price
Columns > Databank / Filter
Rina Index Perfomance
The RINA Index rewards strategies that spend less time in the market, decreasing the inherent market risk.
RINA Index
Rina Index Perfomance
Columns > Databank / Filter
Additional Markets Strategy Metrics Average Values
83 Additional Markets Strategy Metrics Average Values snippets
strategy metrics
Columns > Databank / Filter
Median Net Profit Of Additional Markets
This Databank snippet returns the median Net profit of all tested additional markets.
additional markets
portfolio
median
net profit
What If scenarios (SQ)
What If: Profit Factor Trading Moving Average Money Management Simulation
What if snippet Profit Factor MA Trading calculates the profit factor of the strategy and when profit factor is lower than threshold you have set, the strategy changes trade size. Snippet still calculates the profit factor of the strategy even if the current profit factor is below the threshold. At the moment when the profit factor gets above the threshold we have chosen, the strategy changes positions size again
profit factor
Columns > Databank / Filter
Annual % Return / Max. Drawdown % of Initial Capital
When evaluating strategies, it useful to consider the maximum drawdown as a percentage, not only respect to the previous high, but to the initial capital, as theoretically, the maximum drawdown