• Recent
  • Categories
  • 0 Unread 0
  • Popular
  • Tags
  • More
    • Guidelines
    • Disclaimer
  • Users
Skins
  • Light
  • Default
  • Cerulean
  • Cosmo
  • Flatly
  • Journal
  • Litera
  • Lumen
  • Lux
  • Materia
  • Minty
  • Morph
  • Pulse
  • Quartz
  • Sandstone
  • Simplex
  • Sketchy
  • Spacelab
  • United
  • Yeti
  • Zephyr
  • Dark
  • Cyborg
  • Darkly
  • Slate
  • Solar
  • Superhero
  • Vapor
Collapse
Definedge Forum Logo
H

Harry

About
Topics
2
Replies
2
Groups
0
Followers
0
Following
0

All Replies

Recent Best Controversial

    RS Score - Performance Based Ranking Table
  • H Harry

    Team

    This query pertains to the 'Score' in the output of Performance Based Ranking Table
    Path: RZone -> RS Scanner -> Performance Based Ranking Table

    From the output, I can see the 'Sharpe Ratio' columns are [Returns/SD] for the respective lookback period and the 'Total Returns' is the simple sum of returns. I see the 'Score' value changes when the I change the weights assigned to the 4 lookback periods, but I still can't understand how the Score is derived. I can't use what I don't understand. Kindly clarify.

    Thank you


  • Volatility Contraction Scanner
  • H Harry

    Hi team,

    This query pertains the Volatility Contraction Scanner found in RZone
    Path: RZone -> P&F Smart Scanner -> Volatility Contraction Scanner

    I want to know the logic used in this scanner. There is no information in the tooltip on RZone, nor is there any link on Insight/Shelf related to the logic used. I understand the VCP pattern, but I can't make much sense of the output. The DTB and DBS level shown in the screener don't match the P&F chart either.

    Thanks

  • 1 / 1
  • Login

  • Login or register to search.
  • Blog
  • Youtube Videos
  • Refresh
  • First post
    Last post
0
  • Recent
  • Categories
  • Unread 0
  • Popular
  • Tags
  • More
    • Guidelines
    • Disclaimer
  • Users
  • Login

  • Login or register to search.
  • Blog
  • Youtube Videos
  • Refresh