OPEN-SOURCE SCRIPT
Asset Selection Table
Math is by QuantiLuxe's Rolling Risk-Adjusted Performance Ratios, Thank you G
Link:
Table to help collecting asset performance data.
10 variable Timeframe's and 10 variable Assets. (Adapt in Settings)
Sharpe, Sortino and Omega Rates Z-Scored and Averaged. (Switch in Settings)
Don't look at the code... It looks like shit but works.
Opening it takes some time, deal with it. (Especially with more Assets and Timeframes)
Be careful with the timeframes... Assets that are younger than the timeframes selected don't break the code but give inaccurate numbers.
Have Fun!
Link:
Table to help collecting asset performance data.
10 variable Timeframe's and 10 variable Assets. (Adapt in Settings)
Sharpe, Sortino and Omega Rates Z-Scored and Averaged. (Switch in Settings)
Don't look at the code... It looks like shit but works.
Opening it takes some time, deal with it. (Especially with more Assets and Timeframes)
Be careful with the timeframes... Assets that are younger than the timeframes selected don't break the code but give inaccurate numbers.
Have Fun!
開源腳本
本著TradingView的真正精神，此腳本的創建者將其開源，以便交易者可以查看和驗證其功能。向作者致敬！雖然您可以免費使用它，但請記住，重新發佈程式碼必須遵守我們的網站規則。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。
開源腳本
本著TradingView的真正精神，此腳本的創建者將其開源，以便交易者可以查看和驗證其功能。向作者致敬！雖然您可以免費使用它，但請記住，重新發佈程式碼必須遵守我們的網站規則。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。