</> Codebase
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Indicators / Signals
Money Flow Index (MFI)
The Money Flow Index (MFI) is a technical oscillator that uses price and volume data for identifying overbought or oversold signals in an asset. It can also be used to spot divergences which warn of a trend change in price. The oscillator moves between 0 and 100.
MFI
money flow index
oscillator
volume
Monte Carlo > Manipulation methods
Monte Carlo – Randomize SWAP of every trade
A SWAP is the interest fee or credit that is applied to a trader's account when they hold a position overnight in forex or CFD trading. This fee is determined by the interest rate differential between the two currencies in a forex pair or the cost of maintaining a position in CFDs. It can be either positive (a credit) or negative (a debit) depending on the direction of the trade and the interest rate differential.
Monte Carlo
snippet
clonex
swap
random
robustness
noise
points
percent
randomisation
crosscheck
shared
code
ivan hudec
Indicators / Signals
Detrended Price Oscillator (DPO)
Unlike other oscillators, such as the stochastic or moving average convergence divergence (MACD), the DPO is not a momentum indicator. It instead highlights peaks and troughs in price, which are used to estimate
oscillator
Detrended Price Oscillator DPO
DPO
Columns > Databank / Filter
Average of all Additional Markets with the main results
Average of all Additional Markets with the main results : Drawdown, AnnualPctReturnDDRatio, NetProfit, NumberOfTrades, ProfitFactor, ReturnDDRatio, RExpectancy, SortinoRatio, UlcerIndex, WinningPct, SharpeRatio
additional markets
AnnualPctReturnDDRatio
SharpeRatio
NetProfit
NumberOfTrades
ProfitFactor
ReturnDDRatio
RExpectancy
SortinoRatio
UlcerIndex
WinningPct
Drawdown
Indicators / Signals
Is Greater/Is Lower Percentile Rank Comparison
Is Greater/Is Lower Percentile Rank Comparison
percent rank
percentile
if greater
is lower
Indicators / Signals
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.
adaptive
cinditions
cusotm blocks
Indicators / Signals
RCI3Lines
The RCI 3 Lines indicator is a sophisticated Japanese oscillator that measures the correlation between price rank and time rank across three different timeframes simultaneously. Unlike traditional momentum oscillators that rely solely on price movement, RCI uses Spearman's rank correlation coefficient to determine whether prices are moving in sync with time or against it. This multi-timeframe approach provides traders with a comprehensive view of market momentum across short, medium, and long-term horizons, making it easier to identify high-probability trading opportunities where all three timeframes align.
indicator
technical analysis
correlation
mtf
Monte Carlo > Retest methods
MC Retest Randomize Exit Parameters
Randomizes only the exit parameters.
exit
randomize
parameters
MC
Monte Carlo
exits
Columns > Databank / Filter
Biggest MAE on multiple trades
We have a snippet called "Biggest MAE". It is very useful to see how a strategy with a single order behave. However, when you open multiple orders at once, you have to calculate the total MAE of all the open positions
MAE
Biggest MAE
Hedging
Basket orders
multiple orders