kaufman efficiency ratio

Classify the values that should be in each sections, min – max

To classify the values for each metric you mentioned, I'll provide typical ranges for minimum (min) and maximum (max) values,...

Though about how to activate trailing without timeframe activation… It’s on major condition with TF

In StrategyQuant X (SQX), if you want to activate a trailing stop without relying on a specific timeframe, you can...

Profit factor, dd,sharp ratio, cagr/dd% and another must be same to xauusd rank filter right?

Yes, when adapting your XAUUSD strategies for AUDUSD, you should use the same ranking and filtering criteria as you did...

What does it mean to be too high in a bad way

When certain performance metrics are "too high" in a bad way, it could indicate potential issues with the strategy that...

I got 400 from builds

then i got 400 from builds type : Exit everday 23:00, Exit on Friday 23:40, Exit Rules no fix exit...

I need confirm stability for long term running?

When focusing on long-term stability for your strategy, aside from CAGR/Max DD% and Sharpe Ratio, the most critical metric to consider is Profit Factor....

What should I filter and rank Priority?

In phase 1, which says to create 4-6 portfolios, in this part, what should I filter and rank them by?...

Combinated, Lets proceed

Great! Now that we're moving forward with the Trend + Breakout + Swing Trading combination, here’s the plan to proceed: Steps for...

Fact Faq #3: What parts could be cut out?

Considering removing unnecessary parts or reducing certain processes can help improve efficiency and reduce processing time. Here are some suggestions...

Portfolio improving to use different TF/Instruments

Yes, when merging strategies into a portfolio in SQX, the global trading options such as "Exit on Friday" or "Limit...

Fact Faq #2: Disadvantage or a Good outcome?

Your current step-by-step process has both advantages and disadvantages to consider: Advantages Strategy diversity: Creating 20 strategies allows for greater...

M1 data and a 20-year range.

i use M1 data and 20yrs old of data range. too high or its ok? cuz i need to build...

Sharpe ratio greater than 2?

A Sharpe ratio greater than 1 is a positive indicator for a trading strategy, but when it’s over 2, it signifies even...

Profitable ranking/filter.

Do you know all the filters / ranking (like profit factor, cagr/dd%, return/dd, ..) to mean profitable or good trend...

Fact Faq #4: Summarized previously as new engine

A. Building... Create 10 strategies using Genetic Evolution. 1.1 Breakout Strategy 1.2 Day Trading Strategy 1.3 Grid Trading 1.4 Multi-Timeframe...

sound like we need to specific only 1 option and Trading Option

You're correct that having consistent global trading options (e.g., Friday Exit, session trading, etc.) across all strategies in your portfolio...

Continue combination…

To start with a combination that covers different market conditions while aligning with your desired strategy, I recommend focusing on...

StrategyQuant X (SQX), the exit type.

in SQX, Exit type contain Exit After Bars, Move SL 2 BE (+ SL 2 BE Add Pips), Profit target,...

Time and History passed, Just worried

In backtesting against 20 years of gold data, if my cost is around $1000, should I be concerned with the...

Random uniqe and exotic trading style.

By merging these trading strategies with your specifications, you'll create a highly adaptable system that should perform well across different...

Tag: kaufman efficiency ratio

Count and listing used indicators passed strategies.

Classify the values that should be in each sections, min – max

Though about how to activate trailing without timeframe activation… It’s on major condition with TF

Profit factor, dd,sharp ratio, cagr/dd% and another must be same to xauusd rank filter right?

What does it mean to be too high in a bad way

I got 400 from builds

I need confirm stability for long term running?

What should I filter and rank Priority?

Combinated, Lets proceed

Fact Faq #3: What parts could be cut out?

Portfolio improving to use different TF/Instruments

Fact Faq #2: Disadvantage or a Good outcome?

M1 data and a 20-year range.

Sharpe ratio greater than 2?

Profitable ranking/filter.

Fact Faq #4: Summarized previously as new engine

sound like we need to specific only 1 option and Trading Option

Continue combination…

StrategyQuant X (SQX), the exit type.

Time and History passed, Just worried

Random uniqe and exotic trading style.

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