📝 产品详情
SQN Calculation
| 作者 | Szabo Bence |
| 版本 | v1.0 |
| 更新 | 2021-01-28T17:23:03 |
| 激活数 | 78603 |
This script calculates the SQN (System Quality Number) value of your account within a time interval that you will set.
Keep in mind that trades with no initial stoploss value won't be calculated because of the nature of the system!
The calculations will be made on your current account.What is SQN?
Van K. Tharp proposed a formula for System Quality Number (SQN) that measured strategy performance and could be used as a custom objective for optimizing strategy parameters.
The formula was presented in his book: The Definitive Guide To Position Sizing, published in August 2008.
Formula:
SQN = SquareRoot(TotalTrades) * ((WinProb * MEAN(R-multiple)) - (LossProb * MEAN(R-multiple))) / StdDev of R-multiples
Input parameters:
- StartPeriod: Set the start date for the calculation
- EndPeriod: Set the end date for the calculation
Feel free to contact me if you have any questions or comments.
安全须知
本产品仅通过 MQL5.com 官方渠道获取。其他渠道版本可能缺少完整功能和技术支持。
EA 配置
| 交易品种 | XAUUSD |
| 时间框架 | H1 (推荐) |
| 推荐经纪商 | IC Markets, IC Trading |
| 最低存款 | $300 / 0.01手 |
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