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by herb
24 Apr 2019
Forum: MultiCharts
Topic: Custom Fitness Value - Tail Ratio?
Replies: 0
Views: 696

Custom Fitness Value - Tail Ratio?

Hi All, I want to optimize my signal parameters based on the tail ratio. Tail ratio: Ratio between the 95th and (absolute) 5th percentile of the daily returns distribution. For example, a tail ratio of 0.25 means that losses are four times as bad as profits. Need help coding this for the custom fitn...

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