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| MAR 1996
SIDEBAR: The K-ratio TradeStation Code
THE K-RATIO TRADESTATION CODE The K-ratio system includes no buy or sell signals. When run simultaneously with other trade-generating systems, it prints the K-ratio of the trade-generating system to the print log window. System Name : K-ratio VAR: Observation(0), Count(0), SumXY(0), SumX(0), SumY(0), SumXSqr(0); VAR : Beta0(0), Beta1(0), SumResidSqr(0), SigmaRegress(0), StandardErrB1(0); VAR: StandardErrB1Denom(0), YProjected(0), KRatio(0); ARRAY: Equity[5000](0); Observation = Observation+1; Equity[Observation] = NetProfit + OpenPositionProfit; ...
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