> No, that is not correct. For example, currently TickFader has much > less trading days, but it has close profit to Balancer. > In the SNR criterion, TickFader should be much better than Balancer. >
Well, yes, if the number of trading days is not the same, then the simplified formula will not work. OK, fine, we'll go with the Dyno's original formula then. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
