Sharpe Ratio Calculation | Forex Factory

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Sharpe Ratio Calculation

  • #1
  • First Post: Jan 15, 2011 7:44am Jan 15, 2011 7:44am
Although I understand the basic Sharpe Ratio calculations I can't seem to find a SR calculator that will work with the MT4 strategy backtester.

Is there one available anywhere ?
He was looking for the card so high and wild hed never need to deal another
  • #2
  • Jan 15, 2011 8:25am Jan 15, 2011 8:25am
OK. I've found a script that does what I need and also does MAE/MFE at the same time.
He was looking for the card so high and wild hed never need to deal another
  • #3
  • Jan 15, 2011 8:37am Jan 15, 2011 8:37am
For those intested : http://forum.mql4.com/34064/page2
He was looking for the card so high and wild hed never need to deal another
  • #4
  • Edited 4:51pm Apr 28, 2012 10:59am | Edited 4:51pm
Should I just extract the Philip's mqh files into the EA to get more detailed CSV report with more statistics ?
Attached File(s)
File Type: rar 1005phillip_trade_stat_analyzer_files_1.rar   16 KB | 549 downloads
  • #5
  • Apr 28, 2012 4:50pm Apr 28, 2012 4:50pm
Can anyone help with this issue?Thanks.
  • #6
  • Last Post: Feb 24, 2021 5:02pm Feb 24, 2021 5:02pm
Bump... Anyone can explain how to use it this files? Should I include on the EA code?

I need to analyze sharp ratio of results in strategy tester in MT4 code, but can't find a way.

Thanks in advance.

divarak.
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