[112] Special feature request in ranking

Dear SQ team

I find that some ranking option like Z-score has both positive and negative value.
But if I want to set the value big than 1.96 or small than -1.96. I find it can't be set in the filter correct, because Z-score can't be big than 1.96 also small than -1.96 at the same test result. 
If I want keep my strategies "Z-Score big than 1.96 or small than -1.96" how I set it? Or can you help me to add a feature to do it, thank you.

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zscore.jpg
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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

History

SC
#1

fxchess

17.10.2018 16:11

Task created

MF
#2

Mark Fric

28.07.2020 10:39

Status changed from New to Refused

we cannot add OR into conditions. One possibility would be to create AbsZScore custom snippet that will be computed as Abs(ZScore).


Then its value will be always positive.

SC
#3

fxchess

28.07.2020 10:45
OK, I got it.

Maybe ABS will be the solution.


Votes: 0

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