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!optimize by Sharpe ratio!

468 bytes added, 16:33, 8 October 2021
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 [[Using Optimization Report|Optimization Report]]. Once the study is added to the chart, the Sharpe value will be available in the Optimization Report as a [[Custom Criteria Optimization|custom criterion]].
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=== Default Inputs===

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

[[Category:Pre-built Signals]]

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