MaxUlcerRatio and Long/Short versions optimization fitness incorrect

[[email protected]]

The code for optimizing on the Ulcer Ratio in NT 8.0.0.5 looks incorrect. It is using Sortino ratio.

namespace NinjaTrader.NinjaScript.OptimizationFitnesses
{
public class MaxUlcerRatioShort : OptimizationFitness
{
protected override void OnCalculatePerformanceValue(StrategyBase strategy)
{
Value = strategy.SystemPerformance.ShortTrades.TradesPerfo rmance.SortinoRatio;
}

protected override void OnStateChange()
{
if (State == State.SetDefaults)
Name = NinjaTrader.Custom.Resource.NinjaScriptOptimizatio nFitnessNameMaxUlcerRatioShort;
}
}
}

[NinjaTrader_ZacharyG]

Hello [email protected],

Thank you for your inquiry.

I will be looking into this and will return with my findings.

[NinjaTrader_ZacharyG]

Hello [email protected],

I just wanted to provide an update that this has been reported to development and we are looking into it.