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I was emailed a Sharpe Ratio Signal that caculates the Sharpe Ratio, run
over the same 4 years this was the result.
For TS2000i I was able to turn it into an indicator (same 3.48 result).
StartDate = 980106, Periods = 902, Stand Dev = 43.6%, Anlzd Avg =
152.0%, Sharpe = 3.48, ND__C__1.TXT,
Someone else told me that for a non optimzed system >2 was already pretty
good.
Anyway, the offer is still open to trade it for one of your systems.
Is everybody in agreement that "Sharp Ratio" is a good measurement of a
system (you can prove anything with statistics...).
Thanks
Robert
ps. In the mean time I worked out the detail on the "paperwork".
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Robert Linders
Orlando, FL
email: mugsnug@xxxxxxxxx
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