LeoParticipant
Veteran
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.
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!
LeoParticipant
Veteran
Hi Nicolás,
The one I mean is use for measure how good is your strategy