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I think I posted an article some time back regarding the formula for
KRatio and you could probably find something related on the web.
However the older, seeming incorrect ( although I like it better )
version of the formula can be found inside either of the
portfolio.afl's in IO.zip in the files section as it's one of the
statistics that I show in the title of the equity curve I like to
use. The number will NOT match what comes out of AB's statistics as
that has the newer version in it. However it wouldn't be difficult to
modify the calc to the newer version as it's only a slightly different
from the original formula.
--- In amibroker@xxxxxxxxxxxxxxx, "steve_almond" <steve2@xxxx> wrote:
>
> I know the backtest report includes the (new) K-Ratio.
> Is it possible to calculate the K-Ratio and add it to an Amibroker
> Exploration AFL? I'm thinking to try and use it as a measure
> of "Quality of Return" for comparing stocks over the past year (for
> example). I'm trying to identify stocks which have a consistent,
> rather than extremely high, return.
>
> Any help with the formula would be much appreciated.
>
> Steve
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