Děkuji
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I checked SQN computation, but I haven't found any error. Could you attach few strategies where you think it is suspicious?
Attachment Capture SQN1.gif added
I think that calculation Sharpe ratio and SQN is very similar - SQN is only multiplied by the square root of the number of trades ...
Sharpe Ratio is computed from daily results (P/L per day) - so it is not that dependent on number of trades, but on number of days
SQN is computed from individual trades, not daily results
Sharpe Ratio in SQ3 was using older version of algorithm which was fixed in SQ X.
The SQN formula includes multiplying by the square root of the number of trades. It is a principle.
Thanks for taking into account.
There is SQN Score that does this, so it is independent on number of trades.
Attachment Capture SQN4.gif added
Look please at this SQN a SQN score from SQX. Is it possible ???
Blue row = SQN score 1,07 and SQN 1,17.
Against that (under) SQN score 0,69 and SQN 1,76.
Could you give me please your version of these formulas (SQN and SQN Score) ?
why shouldn't it be possible?