Definition
Returns the Sharpe ratio for the TradeCollection object calculated from a defined risk-free rate.
Method Return Value
A double value that represents the Sharpe ratio.
Syntax
<TradeCollection>.TradesPerformance.GetSharpeRatio(double riskFreeRate)
Parameters
riskFreeRate
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The risk-free rate to calculate the Sharpe ratio from
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Examples
double sharpeRatio = Performance.AllTrades.TradesPerformance.GetSharpeRatio(0.035);
Print("The Sharpe ratio based on a 3.5 percent risk-free rate is " + sharpeRatio);
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