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PureBytes Links
Trading Reference Links
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: 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.
TradeStation's Performance report requires 36 months worth of data to
implement its verions of the Sharpe Ratio because it assumes you're using
daily bars. You need at least 35 data points/ random variables to have a
statisticly significant reading.
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