Optimize Strategies using the K-Ratio

Studies that have been contributed to the community by other users. If you’ve got something useful to share, that’s great!
User avatar
Jdog
Posts: 8
Joined: 25 Mar 2011
Has thanked: 7 times
Been thanked: 7 times

Optimize Strategies using the K-Ratio

Postby Jdog » 17 May 2013

The K-Ratio was developed and revised several times by Lars Kestner. I believe most will find it a useful tool for the optimization process as well as to compare strategies.

The pla file contains the K-Ratio function and the !Optimize by K-Ratio! signal. The function contains a brief description for its use.

I have also attached the PDF file on the K-Ratio that Lars recently published.

For anyone who is interested, I can share an excel spreadsheet that Lars designed to show the relationship between the K-Ratio and Sharpe Ratio. PM me with your email address since I cannot upload an xlsx file extension onto the forum.
Attachments
Optimize by K-Ratio.pla
K-Ratio MC Files
(10.73 KiB) Downloaded 657 times
KRatio 2013.pdf
(Re)Introducing the K-Ratio
(194.74 KiB) Downloaded 746 times

Return to “User Contributed Studies and Indicator Library”