Need more Summary performance stats

[adamus]

I need CAGR - that is Compound Annual Growth Rate http://en.wikipedia.org/wiki/CAGR

Is it possible to write these performance statistics myself and add them to the Summary tab? I guess not, from the absence of the option on the UI.

However I saw a script available to add a stat to the list of optimization targets available - http://www.ninjatrader-support2.com/...5423#post95423

I thought it might be possible to do more with our own custom scripts now.

Eventually I want to add CAGR / max drawdown as my main optimization targets, because simple profit factor isn't smart enough.

Thanks

[NinjaTrader_Jason]

Hello adamus,

Unfortunately it is not supported to add performance statictics. I am not sure if this is somehow possible through the use of NinjaScript and custom programming.

[adamus]

Jason,

would you be able to find out?

The more I use NinjaScript the more I see it is really powerful, so my guess is that it is possible. Actually is there any sort of documentation on the kind of advanced stuff that is possible with NinjaScript beyond programming strategies and indicators, and how NinjaTrader can be enhanced by adding in C# libraries via NinjaScript?

[NinjaTrader_Jason]

Unfortunately I am not very familiar with programming and NinjaScript. You will need to look into it yourself - it is not supported.

There is no real advanced NinjaScript documentation available in our Help Guide. You can find tips at the link below.

http://www.ninjatrader.com/support/helpGuides/nt7/tips3.htm

The support forum contains a lot of NinjaScript information as well. You can use the Search function to look for the information you need.

[adamus]

I am trying to look into it! It seems like a black box!

For instance, how did the person who developed the MaxSharpeRatio.cs as an optimization target know how to do that?

I can wait for someone else to jump in on this if there are any others on this forum who do such scripting.

Thanks

[NinjaTrader_JoshP]

adamus,

MaxSharpeRatio is provided by NinjaTrader. Unfortunately creating your own, though possible, is outside the scope of what we can offer support for.

[adamus]

Hi Josh,

you are correct that MaxSharpeRatio is now provided by NinjaTrader, but a year ago it wasn't. Check out the thread on that link I gave in my first post. The user programmed it himself.

Since you guys can't or won't provide support for me to program this stuff myself, can you put this on the list of requested features? It can't be that difficult or time consuming for one of your programmers to develop, and you could possibly get it into NT7 while it's in beta.

It's mainly the ability to optimize on net profit / max drawdown.

Ideally you could add CAGR as a new performance stat - that's quite a simple profit measure - and then add the optimization target CAGR/max drawdown.

Thanks

[NinjaTrader_Jason]

Hello adamus,

I will forward your suggestion to our development team and ask them if they can add this to the list of future considerations for the software.

Thank you for your feedback.

[adamus]

Did you get an issue number for it that I can watch for in the version upgrades release notes?

[NinjaTrader_Jason]

Unfortunately not.

[adamus]

Jason,
I have people communicating to me privately that this can be done. Could you find out for me what the background is on this, I mean, why isn't it documented, why isn't it supported, does it cause instability, etc?

I'd appreciate it.
Thanks

[NinjaTrader_Jason]

Unfortunately it falls outside the scope of what we provide support for. By default such functionality is not provided and not supported.

[Anagoge]

Jason,
I have people communicating to me privately that this can be done. Could you find out for me what the background is on this, I mean, why isn't it documented, why isn't it supported, does it cause instability, etc?

If you figure out the undocumented incantations necessary to add new performance measures (beyond optimization targets), please consider posting an example. We know NT can do it internally, but the functionality likely requires some creative "hacking" into the darker corners of the NT assemblies.