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[JHF] Ratios Aggregator Table

65
Just a Ratios aggregator for Sharpe, Sortino and Omega ratios allowing 9 different lengths.
Notes de version
Updated the indicator long and short names
Notes de version
Updated the table so it limits calculations to the maximum amount of bars available, if the amount of bars is lower than the length.
Notes de version
Added Averages
Notes de version
Added Logs for data extraction
Notes de version
Updated the logs for data extraction.
Notes de version
Fixed default ratio to 1.00 if the ticker maximum history is smaller than the length we are evaluating.
Notes de version
Added credit to EliCobra
Added an input for the default value of ratios when the length is not available for an asset.
Notes de version
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.
Notes de version
Added possibility to toggle Logs off for the Table.
Notes de version
Fixed Table display issue.
Notes de version
Breaking Change for Logs
  • Logs output has been re-order to fit with the table layout.
  • Added possibility to select which ratios are logged.
Notes de version

  • 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.
Notes de version
Added Credits and link to EliCobra's original RAPR indicator.

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