Hi everyone,
I'm looking to understand whether my returns are attractive after adjusting for risk. To help me to do this, I was going to use a measure of annualised volatility to estimate various ratios including Sharpe.
I was wondering if anyone has calculated volatility from a simple MT4 account history document and, if so, they could share their methodology? I presume I'll have to estimate the daily NAV of my account, taking into account open positions. I guess I'll have to use Excel for this and a feed of historical FX rates as input.
Does any online service provide this kind of calculation?
Thanks in advance :)
I'm looking to understand whether my returns are attractive after adjusting for risk. To help me to do this, I was going to use a measure of annualised volatility to estimate various ratios including Sharpe.
I was wondering if anyone has calculated volatility from a simple MT4 account history document and, if so, they could share their methodology? I presume I'll have to estimate the daily NAV of my account, taking into account open positions. I guess I'll have to use Excel for this and a feed of historical FX rates as input.
Does any online service provide this kind of calculation?
Thanks in advance :)
Calculating volatility of MT4 trading account
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