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Implement Expectancy in Summary report (Strategy Analyzer)

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  • afoschini
    replied
    Thank you Jim. I will study this material.

    Leave a comment:


  • NinjaTrader_Jim
    replied
    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.

    Leave a comment:


  • 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

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