[Build 119] Complexity in SQ X

Please add indicator .. Complexity...  in to the StrategyQuant X ...
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  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

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LC
#1

lubinecko2603

15.02.2019 09:49

Task created

h
#2

hankeys

15.02.2019 11:00
any info about it?


we have already "degree of freedom" in SQX, but for now its not computing

h
#3

hankeys

15.02.2019 11:00
any info about it?


we have already "degree of freedom" in SQX, but for now its not computing

KL
#4

kainc301

15.02.2019 16:12
You have to be more specific about requests if you have any hope of it actually being implemented. Explaining what the indicator is, why it would be useful, etc
MF
#5

Mark Fric

19.02.2019 10:17

Status changed from New to Fixed

Complexity added - same column as in SQ3.


We also updated Degrees of freedom to match SQ3 algorithm. 


Complexity value now represents how "complicated' the startegy is - it counts all parameters + conditions.


Degrees of freedom is computed as: Number of trades - Complexity



Kc
#6

coensio

02.03.2019 10:37

Attachment Complexity issue.png added

"

Complexity value now represents how "complicated' the startegy is - it counts all parameters + conditions.


Degrees of freedom is computed as: Number of trades - Complexity

"

Can this calculation be verified once again?





IH
#7

clonex / Ivan Hudec

04.03.2019 12:40
Voted for this task.

Votes: +1

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