This article presents a custom MetaTrader 5 indicator, RollingSharpe.mq5, that plots three lines in a sub-window beneath the price chart: the rolling annualized Sharpe ratio, and an upper and lower confidence band at ±1.96⋅SEann​. Sections 1 through 3 derive the mathematics behind those three lines; Section 4 assembles them into the indicator; Section 5 provides the exact inp_Window and inp_PeriodsPerYear values your instrument and timeframe require so the bands are calibrated correctly from the first bar. Once built, reading the chart reduces to one rule: if the bands straddle zero, the visible Sharpe is statistical noise; if they do not, the Sharpe reading is significant at the chosen confidence level.
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