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Mike,
I have not figured what triggers the Performance Report to
calculate the Sharpe ratio. I use Bob Fulks' version,
look for it at www.traders2traders.com.
I can send you my messagelog one line performance summary
signal, which spits out a single line as follows:
NP=$xxxxxx.xx %P = xx.xx%, TT=xxx, DD=$ -xxxx.xx, PF= x.xx,
AvgTrade= $xxx.xx, Sharpe = x.xx, PV/MaxDD=xxxx.xx, symbol,system
Except for the equity charts, I hardly look a the TS performance
report and depend on this one Line summary.
Regards,
Ernie
ebonugli@xxxxxxxx
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