Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Annual profit/drawdown ratio

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

    Annual profit/drawdown ratio

    In the optimizer or walk forward optimization we can choose the following "optimize on...":

    max % profitable
    max avg profit
    max net profit
    max profit favtor
    max winn/loss ratio
    min drawdown

    But the most important variable is the "annual profit/drawdown ratio" or "sharpe ratio".
    But the sharpe ratio is more difficult to calculate.

    For this I want that Ninja trader 7 include the "annual profit/drawdown ratio"

    Can Ninja trader 7 include this "optimize on..." annual profit/drawdown ratio??

    #2
    Hello ploxx,

    Thank you for your post.

    I will forward this on to our development team for further consideration.

    Please let me know if I may be of further assistance.
    KyleNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by wzgy0920, 04-20-2024, 06:09 PM
    2 responses
    27 views
    0 likes
    Last Post wzgy0920  
    Started by wzgy0920, 02-22-2024, 01:11 AM
    5 responses
    32 views
    0 likes
    Last Post wzgy0920  
    Started by wzgy0920, 04-23-2024, 09:53 PM
    2 responses
    49 views
    0 likes
    Last Post wzgy0920  
    Started by Kensonprib, 04-28-2021, 10:11 AM
    5 responses
    193 views
    0 likes
    Last Post Hasadafa  
    Started by GussJ, 03-04-2020, 03:11 PM
    11 responses
    3,235 views
    0 likes
    Last Post xiinteractive  
    Working...
    X