yes, that's it. thanks,
paolo --- In [email protected], Thomas Ludwig <thomas.lud...@...> wrote: > > Hello, > > I know that the calculation of K-ratio (old and new formula) has been > discussed here several times, e.g. in the thread starting here: > http://finance.groups.yahoo.com/group/amibroker/message/64408 > > So please don't kill me - but I'm unable to find a formula that matches > the K-ratio values in AB. Even Fred's formula from PortfolioIO.afl > produces values completely different from the AB Backtester. > > So may I kindly ask if somebody has a formula that "works"? > > Thanks in advance. > > Thomas >
