Elliott Wave
06-10-2008, 12:51 AM
It would be great to have the Sortino (http://www.investopedia.com/terms/s/sortinoratio.asp), Calmar (http://www.investopedia.com/terms/c/calmarratio.asp) and Sterling (http://www.investopedia.com/terms/s/sterlingratio.asp) ratios in addition to the Sharpe ratio already included...
:)
NinjaTrader_Dierk
06-10-2008, 01:24 AM
Thanks for your suggestion. We'll add it to the list of future considerations.
Elliott Wave
06-10-2008, 09:57 PM
Great, I look forward to any additions to this part of the program that are planned for NT7.
I also think Win/Loss ratio, avg losing trade, avg winning trade and a running count of a strategies winning trades and losing trades would be very helpful in judging performance.
Please check out the sample strategy I posted in the file sharing section. It's really such a PITA the do this manually for every strategy and have to unlock the code everytime.
http://www.ninjatrader-support.com/vb/local_links.php?catid=2&sort=d
I can't stress enough how useful I find having the equity plot and other basic strategy performance data integrated with the chart.