Sortino(vars Data, int TimePeriod): var

Gamestudio Links

Zorro Links

zorro 64bit command line support
by 7th_zorro. 04/20/24 10:06

folder management functions
by VoroneTZ. 04/17/24 06:52

lookback setting performance issue
by 7th_zorro. 04/16/24 03:08

AUM Magazine

Latest Screens

1 registered members (7th_zorro), 529 guests, and 2 spiders.

Key: Admin, Global Mod, Mod

Newest Members

Print Thread

Rate Thread

Sortino(vars Data, int TimePeriod): var #481954 11/26/20 20:45 11/26/20 20:45
Joined: Mar 2019 Posts: 357 D danatrader OP Senior Member
danatrader OP Senior Member D Joined: Mar 2019 Posts: 357	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.

Entire Thread
Subject	Posted By	Posted
Sortino(vars Data, int TimePeriod): var	danatrader	11/26/20 20:45

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de