Re: [amibroker] K-ratio once more

[Thomas Ludwig <Thomas.Ludwig@xxxxxx>]

Okay, I found what I was searching for. There is a post in which TJ 
wrote:

>K-Ratio (AMI) is

>LinRegSlope * Sqrt( SumOfSquaredDeviationsOfBarNumber ) / (StdErr * n);

So I modified the formula in PortfolioIO.afl to:

KRatio   = ValueWhen(BIR > 0, m * SRDevSQ / (ErrEq * NoBars));

... and that matches the figure in the backtester.

Thanks to both of you!

Greetings,

Thomas



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