TJ once explained that in a posting in this list:
> Hello,
> By the way it is NOT surprising that you are getting lower values
>than before.
> In his book Mr. Lars Kestner writes:
> ' The K-ratio is a unitless measure of performance that can be
>compared across markets and time periods. [ - - -
I made two posts on this subject a couple of weeks ago, but it seems
those posts have disappeared.
Anyway. I am now able to duplicate the AmiBroker 4.96 beta CBT results
for K-Ratio. My implmentation follows and appears to match the
AmiBroker results for backtest periods lasting from 2 months
