【!optimize by Sharpe ratio!】
- UID
- 2
- 积分
- 2738937
- 威望
- 1319465 布
- 龙e币
- 1419472 刀
- 注册时间
- 2009-12-3
- 最后登录
- 2024-5-23
|
【!optimize by Sharpe ratio!】
- input: Period(0); {0=monthly, 1=daily}
- if LastBarOnChart_s then begin
- value1 = SharpeRatio(Period, InterestRate, LastBarOnChart_s, InitialCapital);
- SetCustomFitnessValue(value1);
- end;
复制代码 |
论坛官方微信、群(期货热点、量化探讨、开户与绑定实盘)
|
|
|
|
|
|