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Customized output for Strategy Performance?

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    Customized output for Strategy Performance?

    Is it possible to add fields to the Performance Summary page of the Strategy Analyzer?

    #2
    Unfortunately, this is not supported. I will forward your inquiry to our development team and ask them if they can add this to the list of future considerations for the software.

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      #3
      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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        #4
        Thank you for your suggestion. I will forward these on to development as well.
        Josh P.NinjaTrader Customer Service

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          #5
          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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            #6
            Thanks, also forwarded to development.
            Josh P.NinjaTrader Customer Service

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