E-Ratio
Would be an interesting measure to add to SQX as well:
https://www.buildalpha.com/e-ratio/
"Edge Ratio or E-Ratio measures how much a trade goes in your favor vs. how much a trade goes against you."
Attachments
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Votes +9
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Project Extending SQ
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Type Feature
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Status New
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Priority Normal
History
g
geektrader
05.08.2020 09:18Task created
Description changed:
Would be an interesting measure to add to SQX as well:
https://www.buildalpha.com/e-ratio/
"Edge Ratio or E-Ratio measures how much a trade goes in your favor vs. how much a trade goes against you."
Type changed from Bug to Feature
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Insanity82007
30.09.2020 03:15
If anyone wanted to have a go I've made a start with my DB column script for Average MAE
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Votes: +9
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