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Elliott Wave · 06-10-2008, 12:51 AM

It would be great to have the Sortino, Calmar and Sterling ratios in addition to the Sharpe ratio already included...

NinjaTrader_Dierk · 06-10-2008, 01:24 AM

Thanks for your suggestion. We'll add it to the list of future considerations.

Elliott Wave · 06-10-2008, 09:57 PM

Great, I look forward to any additions to this part of the program that are planned for NT7.

I also think Win/Loss ratio, avg losing trade, avg winning trade and a running count of a strategies winning trades and losing trades would be very helpful in judging performance.

Please check out the sample strategy I posted in the file sharing section. It's really such a PITA the do this manually for every strategy and have to unlock the code everytime.

http://www.ninjatrader-support.com/v...catid=2&sort=d

I can't stress enough how useful I find having the equity plot and other basic strategy performance data integrated with the chart.

06-10-2008, 12:51 AM	#1
Elliott Wave Senior Member Join Date: Mar 2008 Posts: 731 Thanks: 0 Thanked 1 time in 1 post	Please add "Calmar" and "Sterling" ratios to Performance._Trades.TradesPerformance It would be great to have the Sortino, Calmar and Sterling ratios in addition to the Sharpe ratio already included...
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06-10-2008, 01:24 AM	#2
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	Thanks for your suggestion. We'll add it to the list of future considerations. Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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06-10-2008, 09:57 PM	#3
Elliott Wave Senior Member Join Date: Mar 2008 Posts: 731 Thanks: 0 Thanked 1 time in 1 post	Great, I look forward to any additions to this part of the program that are planned for NT7. I also think Win/Loss ratio, avg losing trade, avg winning trade and a running count of a strategies winning trades and losing trades would be very helpful in judging performance. Please check out the sample strategy I posted in the file sharing section. It's really such a PITA the do this manually for every strategy and have to unlock the code everytime. http://www.ninjatrader-support.com/v...catid=2&sort=d I can't stress enough how useful I find having the equity plot and other basic strategy performance data integrated with the chart. Last edited by Elliott Wave; 06-10-2008 at 10:53 PM.
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