OPEN-SOURCE SCRIPT
Updated [JHF] Ratios Aggregator Table
Just a Ratios aggregator for Sharpe, Sortino and Omega ratios allowing 9 different lengths.
Release Notes
Updated the indicator long and short namesRelease Notes
Updated the table so it limits calculations to the maximum amount of bars available, if the amount of bars is lower than the length.Release Notes
Added AveragesRelease Notes
Added Logs for data extractionRelease Notes
Updated the logs for data extraction.Release Notes
Fixed default ratio to 1.00 if the ticker maximum history is smaller than the length we are evaluating.Release Notes
Added credit to EliCobra Added an input for the default value of ratios when the length is not available for an asset.
Release Notes
Added possibility to force ratio calculation with limited data (less data than length asked for)Added precision input to specify how many decimals to display.
Release Notes
Added possibility to toggle Logs off for the Table.Release Notes
Fixed Table display issue.Release Notes
Breaking Change for Logs- Logs output has been re-order to fit with the table layout.
- Added possibility to select which ratios are logged.
Release Notes
- Codebase rework to use arrays to store ratios.
- Averages now use the precision user input.
- Ability to remove lengths from the table view and the logs.
Release Notes
Added Credits and link to EliCobra's original RAPR indicator.Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
For quick access on a chart, add this script to your favorites — learn more here.
The Real World - Stocks Campus:
Stocks, Options, Futures, Forex, Crypto, this is what we trade.
Learn profitable trading systems or build your own, just like I did.
jointherealworld.com/?a=tkbmft8bqf
Stocks, Options, Futures, Forex, Crypto, this is what we trade.
Learn profitable trading systems or build your own, just like I did.
jointherealworld.com/?a=tkbmft8bqf
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
For quick access on a chart, add this script to your favorites — learn more here.
The Real World - Stocks Campus:
Stocks, Options, Futures, Forex, Crypto, this is what we trade.
Learn profitable trading systems or build your own, just like I did.
jointherealworld.com/?a=tkbmft8bqf
Stocks, Options, Futures, Forex, Crypto, this is what we trade.
Learn profitable trading systems or build your own, just like I did.
jointherealworld.com/?a=tkbmft8bqf
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.