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[amibroker] Re: K ratio



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K-ratio.doc uploaded to root of group files.

--- 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
>




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