MT4 EA or Indicator for Sharpe Ratio Calculations | Forex Factory

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MT4 EA or Indicator for Sharpe Ratio Calculations

  • #1
  • First Post: Mar 16, 2012 7:19am Mar 16, 2012 7:19am
Anybody knows about any EA or indicator, any routine, that displays the sharp ratio of your MT4 account, based on the custom period you select in the Account History?

Many thanks
  • #2
  • Mar 16, 2012 2:35pm Mar 16, 2012 2:35pm
Quoting elizo
Anybody knows about any EA or indicator, any routine, that displays the sharp ratio of your MT4 account, based on the custom period you select in the Account History?

Many thanks
Did you check all the links at the bottom of this Thread?
  • #3
  • Mar 17, 2012 4:42am Mar 17, 2012 4:42am
I'll take a look. Thanks for your suggestion.
  • #4
  • Mar 18, 2012 6:15pm Mar 18, 2012 6:15pm
here is no such indicator yet.

was request for a long time, but here is the problem what is your logic of angle?

there is an indicator called ma angle, you can find it, but that is not what you looking for.
  • #5
  • Mar 21, 2012 5:31am Mar 21, 2012 5:31am
Quoting mtuppers
here is no such indicator yet.

was request for a long time, but here is the problem what is your logic of angle?

there is an indicator called ma angle, you can find it, but that is not what you looking for.
I don't understand what have angles and moving averages to do with SHARPE RATIO
  • #6
  • Edited 12:19pm Mar 22, 2012 12:06pm | Edited 12:19pm
Quoting elizo
I don't understand what have angles and moving averages to do with SHARPE RATIO
sorry missed understand.

what would input for

Expected porfolio return
Risk free Rate
Porfolio standard deviation
  • #7
  • Last Post: Jul 18, 2012 6:24pm Jul 18, 2012 6:24pm
Would love to see something like this awell. An EA which automatically calculates it based on your trades would come very handy.

Or as an alternative, any advice of someone who knows exactly how to calculate the sharpe ratio for fx would be very much appreciated!

I have no clue, but would very much like to know my sharpe ratio. I heard it's not that easy... If some honorable person could tell, very appreciated!

I subscribed to this thread. (i know the chances are slim, but maybe someone can tell)
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