SQN
Forge API 1
Tharp's System Quality Number: the square root of the number of trades with an R, capped at 100, times the mean R, divided by the standard deviation of R. 2.0 to 2.5 is average, 2.5 to 3.0 good, 3.0 to 5.0 excellent, above 5.0 superb. A figure without the cap is not called SQN.
the square root of the number of trades with an R, capped at 100, times the mean R, divided by the sample standard deviation of R
Was this page helpful?