The Sortino Ratio on the Strategy Performance window is always 0 or very near, despite the Sharpe Ratio near 1, which doesn't make any sense imo. See attachment.
Although we can make custom performance metrics, the NT default metrics of the strategy analyser are far behind the competition. This is an area that you should improve (also lack the portfolio analyser feature).
NT 8.0.6.0 64-bit (Standard)
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