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Search: Posts Made By: Laibe

Forum: NinjaTrader

October 31st, 2010, 05:55 AM

Replies: 5

Backtesting - Sharpe Ratio

Views: 5,306

Posted By Laibe

OK thanks! The Expectancy sounds good, didnt know...

OK thanks! The Expectancy sounds good, didnt know it.

I have to admit that its a result with MedianRenko, as i read on the board they are not suited to backtest :unsure:.
Going to test the...

Forum: NinjaTrader

October 30th, 2010, 10:29 AM

Replies: 5

Backtesting - Sharpe Ratio

Views: 5,306

Posted By Laibe

Backtesting - Sharpe Ratio

I'm currently playing with the backtesting feature of NT and found this Sharpe Ratio
Sharpe ratio - Wikipedia, the free encyclopedia (http://en.wikipedia.org/wiki/Sharpe_ratio)

Investopia :...

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