• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Ranking by Sharp Ratio?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • NinjaTrader_PaulH
    replied
    Hello mcosta72,

    Thanks for your reply.

    With the link previously provided, you can review how gross profit and gross loss are calculated.

    Leave a comment:


  • mcosta72
    replied
    Hi Paul,

    Thank you for replying.
    I got some ProfitFactor = 99 after the first trade of the day. I am sure NT is using daily cycles for Gross Profit and Loss, so is there any "if" in the function script when Gross Loss equals zero?

    Best,

    Leave a comment:


  • NinjaTrader_PaulH
    replied
    Hello Marcio,

    Thanks for your post.

    Correct, from the help guide: "A ratio less than one indicates your strategy loses more money than it earns."

    The formula is shown as Gross Profit / Gross Loss.

    Please see, "Understanding Profit Factor" on this page: https://ninjatrader.com/support/help...efinitions.htm

    Leave a comment:


  • mcosta72
    replied
    Hello My friends,

    This post is pretty old and the link is expired. I would like to know how the Profit Factor is calculated.
    If PF is below 1, it means the strategy has egative realized performance?

    Thanks

    Marcio

    Leave a comment:


  • NinjaTrader_JoshP
    replied
    Sorry for the confusion. You actually can sort by Sharpe ratio. When you finish your optimize, please right click in the Optimizer tab and select "Grid Properties". Then just add the Sharpe ratio column and then you can sort by that.

    Leave a comment:


  • darckeen
    replied
    Ok, I'd like to request a sort by Sharpe Ratio feature too :P

    Leave a comment:


  • NinjaTrader_JoshP
    replied
    Unfortunately you cannot sort by Sharpe ratio. This is how profit factor is calculated: http://www.ninjatrader-support.com/H...fitFactor.html

    Thank you for the suggestion.

    Leave a comment:


  • darckeen
    started a topic Ranking by Sharp Ratio?

    Ranking by Sharp Ratio?

    Is there a way to rank results from the optimizer by sharp ratio. Also how is the profit factor calculated?

    Also would like to request a feature: a Exit on Weekend option so you can stay in trades overnight but shore up positions over the weekend.

Latest Posts

Collapse

Topics Statistics Last Post
Started by Nothing323, Today, 09:07 AM
0 responses
2 views
0 likes
Last Post Nothing323  
Started by catinabag, Today, 08:51 AM
0 responses
4 views
0 likes
Last Post catinabag  
Started by ballboy11, Today, 08:17 AM
0 responses
5 views
0 likes
Last Post ballboy11  
Started by cutzpr, Today, 08:26 AM
1 response
6 views
0 likes
Last Post NinjaTrader_Jim  
Started by Unsuitable, Today, 07:26 AM
2 responses
9 views
0 likes
Last Post Unsuitable  
Working...
X