OPEN-SOURCE SCRIPT
Обновлено Risk-Adjusted Performance Gauge
Risk-Adjusted Performance Gauge
Technical Summary:
The "Risk-Adjusted Performance Gauge" is a comprehensive indicator that amalgamates key risk and performance metrics to provide traders and investors with a holistic view of an asset's historical performance. By combining four essential indicators—Sharpe Ratio, Sortino Ratio, Omega Ratio, and Z-Score—this gauge aims to offer a nuanced assessment of risk-adjusted returns.
Technical Summary:
The "Risk-Adjusted Performance Gauge" is a comprehensive indicator that amalgamates key risk and performance metrics to provide traders and investors with a holistic view of an asset's historical performance. By combining four essential indicators—Sharpe Ratio, Sortino Ratio, Omega Ratio, and Z-Score—this gauge aims to offer a nuanced assessment of risk-adjusted returns.
Информация о релизе
Customizable Lookback PeriodИнформация о релизе
.Информация о релизе
Now you can customize the long and short thresholds for each ratio, as well as the combined signal.Информация о релизе
.Скрипт с открытым кодом
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.
Отказ от ответственности
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.
Скрипт с открытым кодом
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.
Отказ от ответственности
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.