</> Codebase
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Indicators / Signals
David Varadi Oscillator (DVO)
The Varadi Oscillator (VDO) is a leading indicator first proposed by David Varadi and originally aim to reduce the influence of the trend component in oscillators. The DVO can be described as a rolling percent rank of detrended prices over a certain lookback period. The detrending process used for the calculation of the indicator is based on the simple moving average of the ratio between the closing price and median ( hl2 ) price.
david varadi
DVO
percentrank
oscillators
Indicators / Signals
Kaufman Moving Average OHLC ( KAMA OHLC)
Kaufman Moving Average OHLC ( KAMA OHLC)
moving average
Indicators / Signals
Kaufman’s Efficiency Ratio (KER)
Currently implemented for MT4. Some uses for ER: - A qualifier for a trend following trade; a trend is considered "persistent" only when RE is above a certain value, e.g. 0.3 or 0.4 . - A filter to screen out choppy stocks/markets, where breakouts are frequently "fakeouts". - In an adaptive trading system, helping to determine whether to apply a trend following algorithm or a mean reversion algorithm. - It is used in the calculation of Kaufman's Adaptive Moving Average (KAMA).
indicator
trend
adaptive
kama
Columns > Databank / Filter
Edge Ratio
EDIT 31.1.2022 EDGE RATIO IS NOW PART OFS SQX YOU CAN FIND IT IN CODE EDITOR IN DATABANK SNIPPETS. YOU CAN FIND IT ALSO IN DATABANKS VIEWS ALSO DIRECTLY IN SQX
edge ratio
Trading options
Multiple Market Order
Here is a Multiple Orders at Market snippets. It will send multiple orders at once with a different magic number.
AlgoWizard
Market Order
Multiple Market Order
Columns > Databank / Filter
Profit Factor / MC: Manipulation 95% Profit Factor Ratio
Profit Factor / MC: Manipulation 95% Profit Factor Ratio