Forum: Emini and Emicro Index
July 7th, 2015, 02:07 PM
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Replies: 3
Views: 1,993
I did some testing on ETFs and Mutual Funds....
I did some testing on ETFs and Mutual Funds. Regarding transaction costs, the ETFs had a bid ask spread % taken out for trades. If trading OneSource or NTF, no transaction fees. I haven't looked at...
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Forum: Emini and Emicro Index
June 29th, 2015, 12:06 PM
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Replies: 3
Views: 1,993
Rolling Sharpe- Trend Indicator for futures?
Is there an indicator or does anybody know the easy language code for calculating a rolling sharpe ratio to using for determining trend?
I'm looking to generate a signal if this "custom sharpe...
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