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Add new performance measures?

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    Add new performance measures?

    Dear support und forum members,

    Is there any way how I can add myself different performance measures to the performance summary? E.g. the correlation between equity curve and perfect profit as suggested by Pardo in his book...

    Kindest regards,

    nescio

    #2
    Hi nescio, unfortunately this is not supported.
    BertrandNinjaTrader Customer Service

    Comment


      #3
      Sadly, you can't add new performance measures, but you can add custom optimizer targets, which show up in the Performance column on the optimizer run results. Note that you can only have one of these active at once, though, so they aren't a great substitute for true custom metrics. Having this feature available is definitely in my top 3 requests as well.

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        #4
        Anagoge, how would you go about setting up custom optimizer targets? I wasn't aware of this function.

        Comment


          #5
          You would have to program it yourself, but this is not supported: http://www.ninjatrader-support.com/H...?OptimizerType
          JoshNinjaTrader Customer Service

          Comment


            #6
            You can drop this file in [My ]Documents\NinjaTrader 6.5\bin\Custom\Type and edit/compile any existing NinjaScript indicator/strategy to be able to optimize on the Sharpe Ratio.
            Attached Files

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              #7
              Anagoge, thank you. Problem solved.

              Comment


                #8
                Thanks. Useful for me too!

                Comment


                  #9
                  Thank you, guys. This also helped me a lot. Great support!

                  Comment


                    #10
                    thank you Anagoge !!

                    Comment

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