Optimizing with Sharpe ratio

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Optimizing with Sharpe ratio #459383 05/13/16 07:33 05/13/16 07:33
Joined: Jan 2015 Posts: 5 G Georgez OP Newbie
Georgez OP Newbie G Joined: Jan 2015 Posts: 5	How to use Sharpe ratio instead of profit factor in optimize? I read the manual about objective function but there is no Sharpe ratio in PERFORMANCE struct or in trade statistics parameters. Last edited by Georgez; 05/13/16 07:37.

Entire Thread
Subject	Posted By	Posted
Optimizing with Sharpe ratio	Georgez	05/13/16 07:33
Re: Optimizing with Sharpe ratio	Smon	05/14/16 09:37
Re: Optimizing with Sharpe ratio	jcl	05/16/16 08:23
Re: Optimizing with Sharpe ratio	Georgez	05/16/16 09:21

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