OPEN-SOURCE SCRIPT
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[JHF] Ratios Aggregator Table

66
Just a Ratios aggregator for Sharpe, Sortino and Omega ratios allowing 9 different lengths.
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Updated the indicator long and short names
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Updated the table so it limits calculations to the maximum amount of bars available, if the amount of bars is lower than the length.
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Added Averages
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Added Logs for data extraction
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Updated the logs for data extraction.
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Fixed default ratio to 1.00 if the ticker maximum history is smaller than the length we are evaluating.
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Added credit to EliCobra
Added an input for the default value of ratios when the length is not available for an asset.
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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.
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Added possibility to toggle Logs off for the Table.
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Fixed Table display issue.
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Breaking Change for Logs
  • Logs output has been re-order to fit with the table layout.
  • Added possibility to select which ratios are logged.
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  • 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.
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Added Credits and link to EliCobra's original RAPR indicator.

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