Custom Fitness Value - Tail Ratio?

Questions about MultiCharts and user contributed studies.
Posts: 1
Joined: 29 Nov 2018

Custom Fitness Value - Tail Ratio?

Postby herb » 24 Apr 2019

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 fitness value. Using MultiCharts64 Version 12.0 Release (Build 17586).
Any suggestions on how to proceed would be greatly appreciated?

-Herb :roll:

Return to “MultiCharts”