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!optimize by Sharpe ratio! - MultiCharts
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!optimize by Sharpe ratio!

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.

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