Posted By: danatrader
Sortino(vars Data, int TimePeriod): var - 11/26/20 20:45
Sortino(vars Data, int TimePeriod): var
Sortino ratio; the mean of the Data series divided by its semi-deviation, i.e. by the standard deviation of Data values below the mean. Source code in indicators.c. <<<---- nope, it is not there, sadly.
Sortino ratio; the mean of the Data series divided by its semi-deviation, i.e. by the standard deviation of Data values below the mean. Source code in indicators.c. <<<---- nope, it is not there, sadly.