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It may not be on their website but technifilter does calculate the
sharpe ratio. Behold also kicks out the sharpe ratio in addition to
calmar, sterling ratios etc. While it is mac based it's very similar to
tradestation but more built for system testing than ts. Whether you go
with mac or pc or even if you stay with ts I have found over time that
smaller software companies that actually use their software to trade
their own accounts are MUCH more responsive to questions/problems. When
you think about it it only makes sense. If I am experiencing a problem,
for example a floating point error or calculation error, you can damn
well bet the software designer is going to fix the problem because he
could soon experience the same problem or may already be experiencing
the problem and not even know it.
Brian
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