Good morning to all:
I'm looking for two functions for MT4 and can not find them on any site.
A function would calculate the Sharpe Ratio and other functions calculate the Sortino Ratio.
The only thing I find is the function of Sortino Ratio and not working.
Sharp Ratio or/and Sortino Ratio - MQL4 forum
I have the code in another programming language but I am unable to change it to MT4, someone has created these two functions.
Sortino Ratio in VBA
Calculate the Sortino Ratio with Excel
VBA for the Sharpe Ratio
Calculate the Sharpe Ratio with Excel
My idea is to add an information panel on an EA generated results.
I appreciate the help in advance.
That is a function that calculates Sharpe ratio and it works
You have to pass an array containing historical balances to it among other things and then it will calculate the Sharpe ratio. Without a filled array, it will not do anything
I'll try to do.
Do not know where I can find the function of the Sortino Ratio?
As always, many thanks for your help.
A big hug.
Here is one link to sortino explained - maybe helps : Wilmott Forums - Sortino Ratio - Excel formula
Don't post images of code, post the code with SRC