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Posts Made By:
skan
Forum:
EasyLanguage Programming
October 29th, 2019, 03:26 PM
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How to optimize your strategy with the Sortino ratio on Tradestation or Multucharts?
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Posted By
skan
How to optimize your strategy with the Sortino ratio on Tradestation or Multucharts?
Does any one use the Sortino ratio or the Omega ratio for backtesting optimization in Multicharts or Tradestation?
Many years ago I asked on MC forums how to do it and they replied it wasn't...
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October 29th, 2019, 03:26 PM
