Tradermen Posted January 26, 2020 Report Posted January 26, 2020 Anyone know how to code this three performance metrics in amibroker? Tail ratio = percentile(returns, 95%) / percentile(returns, 5%) Gain to Pain Ratio = Sum(profits) / Sum(losses) Common Sense Ratio = Tail ratio * Gain to Pain Ratio
⭐ monkeybusiness Posted February 14, 2020 Report Posted February 14, 2020 I guess someone like fxshart or milo at forum.amibroker will help you out.
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