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hi list,
some of my systems are only a few months of the year in the market.
my problem now in comparing all those systems with each other i
would need to calculate the annulized returns.
i.e.
a system trades only 3 months of the year and has an total return of
35% over the past 5 years
the annulized return of this strategy now is 26%
is there a way to build an indicator that does calculate that out of
the equity curve?
thanks in advance
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