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I seem to recall some discussion about how the strategy analysis output is
flawed in TS4 & TS2000i, specifically the sharpe ratio, K-ratio, and RINA
Index.
I'm wondering if it is possible to write an ela/els (or even an excel
spreadsheet) for any of them and any other know flawed TS outputs. I'd much
prefer to avoid dlls if possible.
Anyone have any code they wish to share? Any thoughts on the matter?
Thanks much to all who make this a great list,
Dan Poiree
Bellingham WA
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