[JHF] Ratios Aggregator Table

27 thg 1, 2024

Just a Ratios aggregator for Sharpe, Sortino and Omega ratios allowing 9 different lengths.

27 thg 1, 2024

Phát hành các Ghi chú

Updated the indicator long and short names

28 thg 1, 2024

Phát hành các Ghi chú

Updated the table so it limits calculations to the maximum amount of bars available, if the amount of bars is lower than the length.

28 thg 1, 2024

Phát hành các Ghi chú

Added Averages

30 thg 1, 2024

Phát hành các Ghi chú

Added Logs for data extraction

30 thg 1, 2024

Phát hành các Ghi chú

Updated the logs for data extraction.

31 thg 1, 2024

Phát hành các Ghi chú

Fixed default ratio to 1.00 if the ticker maximum history is smaller than the length we are evaluating.

30 thg 5, 2024

Phát hành các Ghi chú

Added credit to EliCobra
Added an input for the default value of ratios when the length is not available for an asset.

31 thg 5, 2024

Phát hành các Ghi chú

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.

31 thg 5, 2024

Phát hành các Ghi chú

Added possibility to toggle Logs off for the Table.

31 thg 5, 2024

Phát hành các Ghi chú

Fixed Table display issue.

20 thg 6, 2024

Phát hành các Ghi chú

Breaking Change for Logs

• Logs output has been re-order to fit with the table layout.
  
• Added possibility to select which ratios are logged.
  

20 thg 6, 2024

Phát hành các Ghi chú

• 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.
  

20 thg 6, 2024

Phát hành các Ghi chú

Added Credits and link to EliCobra's original RAPR indicator.