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PureBytes Links
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Substitute whatever you want for Equity.
--- In amibroker@xxxxxxxxxxxxxxx, "steve_almond" <steve2@xxxx> wrote:
>
> 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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