Sharpe Ratio, Sortino Ratio , Rina Index etc
I'm looking for a tool that reads MT4 strategy tester reports and calculates Sharpe Ratio, Sortino Ratio, Rina Index or something similar
Even better would be if it can handle several reports from diffrents systems so I can calculate the portfolio ratio.
A nice graph wouldn't hurt either :-)
Can someone help me with a (URL to a) program that does all or part of the above?
I know it's a big request but I think knowing the ratio of your sytem/portfolio is, an often overlooked, important aspect of your system design.
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TraderSeven,
May the pips be with you.
Last edited by TraderSeven; 11-28-2005 at 07:31 PM.
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