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I haven't cross referenced to AB's number.
Klestner published that he made a mistake the first time around and
after it was picked up by a trader (Mr B Fuchs) he changed the
version in 2002.
Based on that there are old versions floating around so that might be
why you picked up some confusing references.
I'm not sure about posting scanned pages - even four might be outside
the guidelines.
Send me a private email and I'll flick back some .tiffs
brian.z123@xxxxxxxxxxxx
They are in the bag waiting for you.
I'll post some slash notes so others who are interested don't miss
out.
BrianB2.
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> Thanks Brian, that would be great. I assume this matches what Tomasz
> uses in AB, or at least will give similar relative results?
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://www.aflwriting.com
>
>
> On 08/03/07, 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
> > >
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
>
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