For strategy analysis, if the number of traders are below a certain number, the sharpe ratio will be 1, due to insufficient information. It is better to set the default to 0 or other small numbers. It causes problems when conducting walk forward test with maximising sharpe ratio. As 1 is fairly large as a sharpe ratio, the test will based on unrealistic parameters.
-
Hello usuallywin,
Thank you for your suggestion on how we can improve our product. I will submit this suggestion for the enhancement of NinjaTrader to our product development team to be consideration for a future NinjaTrader release. Once I get a unique tracking ID for this request I will send it to you.
Please let me know if I can be of further assistance.JCNinjaTrader Customer Service -
Hello usuallywin,
Your suggestion has been inserted into our tracking system with the unique ID # 2496.JCNinjaTrader Customer ServiceComment
| Topics | Statistics | Last Post | ||
|---|---|---|---|---|
|
47 responses
1,606 views
0 likes
|
by aligator
Today, 07:22 PM
|
|||
|
0 responses
9 views
0 likes
|
by jaybedreamin
Today, 05:56 PM
|
|||
|
6 responses
19 views
0 likes
|
by DJ888
Today, 05:12 PM
|
|||
|
0 responses
6 views
0 likes
|
by Jon17
Today, 04:33 PM
|
|||
|
0 responses
15 views
0 likes
|
by Javierw.ok
Today, 04:12 PM
|
Comment