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Paolo,
I believe that the file is a renamed copy of of Portfolio.afl as found
in IO v3.0.2.zip, available from the Files section of this group
posted by fctonetti.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "Paolo Cavatore" <pcavatore@xxx>
wrote:
>
> Sorry, I cannot find any information about this PortfolioIO.afl
> formula...is it supposed to be available anywhere?
>
> regards,
>
> paolo
>
> --- In amibroker@xxxxxxxxxxxxxxx, Thomas Ludwig <Thomas.Ludwig@>
> wrote:
> >
> > 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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