Implement Expectancy in Summary report (Strategy Analyzer)

[afoschini]

Thank you Jim. I will study this material.

[NinjaTrader_Jim]

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.

[afoschini]

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