|
PureBytes Links
Trading Reference Links
|
Graham,
I understand it was developed by Lars Klesner in 1996.
He explains it in his book Quantatative Trading Strategies.
Is that the one you are after?
It is a four page explanation including a small simulation in Xcel.
If so I will try to scan it or summarise it for you later today.
At the least, if I just sent the Xcel setup (inclduing functions) would
that help?
BrianB2.
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> has anyone got a description in plain english to calculate the k-ratio
> I have done a search of yahoo emails and the web and found various
> definitions and an afl that was written, but it does not give the same
> results as the backtest
> It seems this part of the help description has me totally baffled
> "square root of sum of squared deviations of bar number "
> Can anyone help and explain what this means?
> and this part "square root of number of bars" does this mean that if
> 700 bars were oin the baccktest this is simply Sqrt(700)?
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://www.aflwriting.com
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Something is new at Yahoo! Groups. Check out the enhanced email design.
http://us.click.yahoo.com/kOt0.A/gOaOAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|