[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[Metastockusers] annulized returns



PureBytes Links

Trading Reference Links

hi list,

some of my systems are only a few months of the year in the market. 
my problem now in comparing all those systems with each other i 
would need to calculate  the annulized returns.

i.e.

a system trades only 3 months of the year and has an total return of 
35% over the past 5 years

the annulized return of this strategy now is 26%

is there a way to build an indicator that does calculate that out of 
the equity curve?

thanks in advance




To unsubscribe from this group, send an email to:
Metastockusers-unsubscribe@xxxxxxxxxxx

 

Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/