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Sorry, you are correct. Confused it with K-ratio, but it does gives
some idea of how to acceess it, if one knows the formula for it...
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, Nigel Rowe <rho@xxxx> wrote:
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> Hash: SHA1
>
> <re-sequenced for bottom posting>
>
> > --- In amibroker@xxxxxxxxxxxxxxx, "danielwardadams"
> > <danielwardadams@xxxx> wrote:
> > > Is there any way to programmatically access the Sharpe Ratio
> > > resulting from a backtest?
> > >
> > > TIA,
> > > Dan
>
> On Tue, 7 Dec 2004 17:44, Pal Anand wrote:
> > Dan,
> >
> > This may help:
> >
> > http://finance.groups.yahoo.com/group/amibroker-ts/message/2369
> >
> > rgds, Pal
>
> The word 'sharpe' doesn't appear anywhere on that page. If that's
the page
> you meant to reference, how does it help?
>
> - --
> Nigel Rowe
> rho@xxxx
>
>
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