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Thanks Brian
Have finally got the idea of it and the reason i could not get same
numbers as shown in the backtest report, AB report does not use the
sqrt(number of bars), just divides by (number of bars)
At least this is what my calcs give me
--
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@xxxxxxxxxxxx> wrote:
> 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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