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Search: Posts Made By: onava

Forum: TradeStation

December 5th, 2012, 11:01 AM

Replies: 9

Sharpe Ratio Code

Views: 3,216

Posted By onava

done it now..

done it now..

Forum: TradeStation

December 4th, 2012, 07:51 AM

Replies: 9

Sharpe Ratio Code

Views: 3,216

Posted By onava

no i want to do it in the platform.. i dont...

no i want to do it in the platform.. i dont think i multi 3d array is needed as you could store the profits by index, but im not a big coder.. thats why im asking

Forum: TradeStation

December 4th, 2012, 06:39 AM

Replies: 9

Sharpe Ratio Code

Views: 3,216

Posted By onava

i dont want the ratio as its usually wrong as it...

i dont want the ratio as its usually wrong as it doesnt even ask for the risk free rate.. therefore, I would prefer to have my own code, which im sure someone must have

Forum: TradeStation

December 4th, 2012, 03:24 AM

Replies: 9

Sharpe Ratio Code

Views: 3,216

Posted By onava

thanks. but im loolking for the sharpe ratio...

thanks. but im loolking for the sharpe ratio that uses trades as input rather than the closing prices. Im sure somebody has the code somewhere.. any pointers ?

Forum: TradeStation

December 3rd, 2012, 07:11 AM

Replies: 9

Sharpe Ratio Code

Views: 3,216

Posted By onava

Sharpe Ratio Code

Hi All,

Does any body have any sharpe ratio code for tradestation?

would be appreciated ,

thanks,

Showing results 1 to 5 of 5

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Unrealistic rules and requirements
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