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Fred,
I had already tracked down your formula for KRatio, but it
requires "Equity" to work (as in a backtest). I was hoping for
something which could calculate K-Ratio from price data. Am I asking
the impossible?
Steve
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
>
> 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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