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I typed the Xcel example exactly as written and uploaded to the root
of the group files:
KRatio.xls
As it it written in the book after / the SQRT(DEVSQ($A2:$A21)) is
wrapped around to cell B24.
I typed that as a gap line (marked in yellow).
None of that equates to cell A24 that he uses in the calcs?
If I can crank up the old scanner I will upload a bit more later.
BrianB2.
--- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@xxx> wrote:
>
> 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@> 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
> >
>
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