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Hello,
Sharpe ratio is still here.
Most probably your backtest is too short (covers too few bars) or has too few trades.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "danielwardadams" <danielwardadams@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, July 04, 2004 5:46 PM
Subject: [amibroker] Re: Sharpe Ratio??
> Same question from two days ago. Did Sharpe Ratio go away?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "danielwardadams"
> <danielwardadams@xxxx> wrote:
> > It's been a couple of months since I last used Amibroker. I'm doing
> > portfolio level backtesting but I no longer get a Sharpe Ratio,
> > getting "N/A" instead. Was it eliminated or something? If so, why?
> > I scanned recent messages but couldn't find any references to it.
> >
> > I'm using AB 4.57.
> >
> > Dan
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
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>
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