!optimize by Sharpe ratio!

The printable version is no longer supported and may have rendering errors. Please update your browser bookmarks and please use the default browser print function instead.

Definition

The !optimize by Sharpe ratio! signal is used to calculate the Sharpe coefficient and add this parameter in the Optimization Report. Once the study is added to the chart, the Sharpe value will be available in the Optimization Report as a custom criterion.

Default Inputs

Period sets monthly (0); or daily (1) period, 0 by default.