Re: [amibroker] Ulcer Index

["Howard B" <howardbandy@xxxxxxxxx>]

>From the AmiBroker Help documentation:

Ulcer Index - Square root of sum of squared drawdowns divided by number of bars

Ulcer Performance Index - (Annual profit - Tresury notes profit)/Ulcer Index'>Ulcer Performance Index. Currently tresury notes profit is hardcoded at 5.4. In future version there will be user-setting for this.

Thanks,'

Howard

On Sun, Mar 16, 2008 at 3:05 PM, herbpodell <herbpodell@xxxxxxxxx> wrote:

Does anyone have AB code for the Ulcer Index and for the UPI ?
I would appreciate your posting it. I don't know how to do it myself,
Thanks - Herbp

__._,_.___








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

Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___