Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Implement Expectancy in Summary report (Strategy Analyzer)

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

    Implement Expectancy in Summary report (Strategy Analyzer)

    Hi NT Support,

    I stumbled upon Tharp'expectancy, defined by K. Davey in one of his books as: (avg winner$*%winner+avg loser$*%loser) /avgloser$.
    As I can see the summary report of the Strategy Analyzer already calculate all the factors used for this indicator I was wondering if there is a way to add a column into it and have this indicator valorized.
    Thanks as always
    Andrea

    #2
    Hello Andrea,

    Thanks for your question.

    Custom performance metrics can be created and seen in the Summary Display of a Strategy Analyzer report and a Trade Performance report. Custom Performance Metrics must be enabled from the Control Center under Tools > Options > General.

    An example performance metric SampleCumProfit is included with NinjaTrader and can be used as a basis for your own works. I have also included documentation resources for PerformanceMetrics and the statistics for the what we currently use. Help guide information is publicly available.

    PerformanceMetrics - https://ninjatrader.com/support/help...ce_metrics.htm

    Statistics Definitions - https://ninjatrader.com/support/help...efinitions.htm

    Please let us know if we can be of further assistance.

    JimNinjaTrader Customer Service

    Comment


      #3
      Thank you Jim. I will study this material.

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by Danila, Today, 11:08 AM
      1 response
      10 views
      0 likes
      Last Post NinjaTrader_Jesse  
      Started by dbida001, Today, 10:31 AM
      1 response
      3 views
      0 likes
      Last Post NinjaTrader_ChristopherJ  
      Started by Brandon9821, Today, 08:27 AM
      3 responses
      23 views
      0 likes
      Last Post Brandon9821  
      Started by tonynt, Today, 10:00 AM
      1 response
      8 views
      0 likes
      Last Post NinjaTrader_Kate  
      Started by Peppo, Today, 08:47 AM
      2 responses
      14 views
      0 likes
      Last Post Peppo
      by Peppo
       
      Working...
      X