Robustness Testing Archives

Robustness Testing

Annual % Returns

Robustness Testing July 7, 2020 by Ruark Baker 0 comments

capital = 10000 once lastcapital = capital runningperc = ((strategyprofit – laststrategyprofit) / lastcapital) * 100 if year <> year[1] then annualreturn = runningperc[1] laststrategyprofit = strategyprofit lastcapital = capital + strategyprofit endif alltime = (strategyprofit / capital) * 100 graph runningperc coloured(0,128,0) as “Running % Return” graph annualreturn […]

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