Sharpe Ratio

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  • This topic has 2 replies, 2 voices, and was last updated 5 years ago by avatarLeo.
Viewing 3 posts - 1 through 3 (of 3 total)
  • 10/25/2019 at 12:06 PM #111180
    Leo

    Hi all,

    Someone know if it is possible to Code the Shape Ratio of a strategy?

    Or someone has an idea how oto do it?

    Thanks.

    10/25/2019 at 12:26 PM #111187
    Nicolas

    The base of the formula is here: https://www.prorealcode.com/topic/screener-sharpe-ratio/#post-69807

    but it calculated the sharpe ratio with Close data serie while you want it to be made with the performance of each order? In this case, it needs some adaptation!

    10/28/2019 at 8:57 AM #111381
    Leo

    Hi Nicolás,

    The one I mean is use for measure how good is your strategy

     

    https://youtu.be/5cqstpRndtI

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