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stability

would you like to know if stability is properly presented?
this example shows that the stability 0.66 screen is a horizontal curve and in another screen stability is 0.65 though the curve grows up?

Attachments

Strategy 087.sqx

(33.26 KiB)

stability 065.png

(156.69 KiB)

stability 066.png

(131.43 KiB)

Strategy 082.sqx

(66.37 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

Partizanas

11.06.2019 20:02

Task created

hankeys

12.06.2019 07:08

use column "Stability SQ3" - these new computations in SQX sucks

Mark Fric

13.06.2019 10:21

Status changed from New to Refused

Stability doesn't mean that equity grows, it measures oscillations from the line between beginning and end.

Stability SQ3 uses different algorithm and considers also the steepness of equity curve.

Votes: 0