!optimize by Sharpe ratio!
Revision as of 16:33, 8 October 2021 by Vlada MultiCharts (talk | contribs) (Created page with "=== Definition === The !optimize by Sharpe ratio! signal is used to calculate the Sharpe coefficient and add this parameter in the Using Optimization Report|Optimization R...")
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.