Systematic Trading research and development, with a flavour of Trend Following
Au.Tra.Sy blog – Automated trading System header image 2

Entries Tagged as 'excel'

e-ratio calculation in TradersStudio and Excel

November 2nd, 2009 · 4 Comments · Backtest, Code, Development, Software

Here is one method to implement an e-ratio calculation. As we say in developerspeak, the following is a quick and dirty approach to calculating the e-ratio. But as far as I am concerned, it does the job! It can probably be programmed more elegantly in TradersStudio but I still have to climb some of that [...]

[Read more →]

Tags: ···