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funkykoval
Added topic How apply the weights to lot size ?
How to correctly apply the weights of instruments in the portfolio to the position size? I have a portfolio with n instruments and strategy buy and hold (to next rebalance) each instrument has a specific weight (weights add up to 1) Please
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funkykoval
Added topic Strategy for obtaining Equity history during optimization
Hi, during optimization I need to calculate the Sortino indicator, but for Equity. For Balance it is simple: based on the history of deals. Please suggest strategies on how to collect equity data during optimization, so that the data can be
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funkykoval
Added topic MathKurtosis(), what actually return?
What does MathKurtosis() function actually return? a) Kurtosis, K = M4 / s^4 or b) Excess, Ex = K − 3 where, M4 = fourth central moment s^4 = standard deviation to the fourth power thx in adv Best regards, Koval
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funkykoval
Added topic a program for analyzing the combined history of transactions on several accounts
Hello, I would like to write a program, preferably EA, to analyze the combined history of transactions on several accounts. The program would connect to n accounts, download transaction history, process, display and enable analysis. I stopped at the
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