> > SQN= Squareroot(N) * Average (of the N Profit&Loss) / Std dev (of the > N Profit&Loss). >
Ok, yes, this is identical to PI, with the exception that we take the square root of (N/days), instead of square root of N. So, it seems like we are thinking in the same direction with Van Tharp. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
