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Agreed on that one.
Tomasz confirmed the same - follow the link in Johns post in this
topic for his comment.
BrianB2.
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> 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@xxx> wrote:
> > K-ratio.doc uploaded to root of group files.
> >
> > --- 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:
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> >
> > Yahoo! Groups Links
> >
> >
> >
> >
>
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