V.14:3 (117): SIDEBAR: The K-ratio TradeStation Code

V.14:3 (117): SIDEBAR: The K-ratio TradeStation Code
Item# \V14\C03\SIDETHE.PDF
Availability: In Stock

Product Description


The K-ratio system includes no buy or sell signals. When run simultaneously with other trade-generating systems, it prints the K-ratio of the trade-generating system to the print log window.

System Name : K-ratio

VAR: Observation(0), Count(0), SumXY(0), SumX(0), SumY(0), SumXSqr(0);

VAR : Beta0(0), Beta1(0), SumResidSqr(0), SigmaRegress(0), StandardErrB1(0);

VAR: StandardErrB1Denom(0), YProjected(0), KRatio(0);

ARRAY: Equity[5000](0);

Observation = Observation+1;

Equity[Observation] = NetProfit + OpenPositionProfit; ...

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