Ea Analyzer v4 – Calmar Ratio
8 replies
jaukb
8 years ago #113699
Hi Mark,
First of all, I take this opportunity to say thank you for this great tool and give you my encourage to carry on with your work. I bought a pro licence of analyzer and this version is great as well. Just a small request, could you please add the Calmar Ratio to the statistic? It’s a good measure of performance that most of us use.
On the other hand, keep on with portfolio master tool. I believe this feature will rock!
Thanks again!
Regards
ie: I added this topic here cos I couldn’t do it in analyzer section (add topic button is not enabled)
Mark Fric
8 years ago #130470
Hello,
I’ll look at it, I’d like to make it as an article – a sample how to extend the program and add your own statistical value.
It will take me some time though, I’m on vacation whole next week. But it should be ready with final version of EA Analyzer 4.
Mark
StrategyQuant architect
mikeyc
8 years ago #130478
There’s loads of these measures:
http://www.investopedia.com/terms/m/mar-ratio.asp
http://www.investopedia.com/terms/s/sortinoratio.asp
http://www.quantshare.com/item-1450-megan-ratio-maximum-exponential-growth-annualized
https://www.evestment.com/resources/investment-statistics-guide/omega-ratio
Not sure which one is important or that interesting, so implement one as a snippet in SQ4 and hopefully we can add others as people ask for them.
jaukb
8 years ago #130578
mikeyc
8 years ago #131924
Hello,
I’ll look at it, I’d like to make it as an article – a sample how to extend the program and add your own statistical value.
It will take me some time though, I’m on vacation whole next week. But it should be ready with final version of EA Analyzer 4.
Hi Mark,
Any chance of an article on extending QA4 with new ways of ranking the Portfolio Master, so that we can create custom fitness functions? For example how to combine calculations such as stability, profit factor and RT/DD into a ranking function?
Thanks,
Mike
clonex / Ivan Hudec
8 years ago #131947
Correct me if im wrong. This is just first skatch
Just create new fitness function delete everything and copy this. Then only choose CalmAr
clonex / Ivan Hudec
8 years ago #131948
Hi Mark,
Any chance of an article on extending QA4 with new ways of ranking the Portfolio Master, so that we can create custom fitness functions? For example how to combine calculations such as stability, profit factor and RT/DD into a ranking function?
Thanks,
Mike
Mikey . Again. Correct me if im wrong.
You can set your fitness very easy
Juan Carlos del Carmen Garcia
4 years ago #247419
Hi good afternoon
By following the instructions you have provided in this posted I do not know yet why I am getting a compilation error in line 36 and column 25 which it states illegal character “\ufffd” and as a result it states that the compilation failed (i.e. screen shot attached)
How should I proceed?
Thank you in advanced for your prompt response
tomas262
4 years ago #247421
Hi, can you attach the Java code (zipped) or send to [email protected]? I can check
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