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NinjaTrader
Customized output for Strategy Performance?
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To follow-up with some specific data requirements...
There is mention of formulas in this link: http://www.technical-analysis.com/le...DTS3/DTS3.html
Of particular interest is the RINA index, Select Net Profit, Average Drawdown and Percent in the Market
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I would also find it very useful to add new columns to this optimizer tab grid (and the trades grid), since I would like to have some performance measures not provided by NT (SQN variants, standard deviation that weights downside risk [Sortino Ratio], etc.). I think this could be done now using a custom optimizer/type, but I have not looked into it yet.
In general, a built-in optimizer that is faster/smarter than the brute force one we have now would be great. For example, even a random sampling optimizer would be very useful if we could control the percent of the search space to cover. One that samples say 5% of the space and then branches out one increment in each dimension on the top X% of the sets until it fails to find a better set of parameters would be even better. Something like the genetic optimizer posted here would also be welcome.
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