Changing risk-free rate of return for Sharpe ratio

[llstelle]

As the subject title goes, how would I go about changing the risk-free rate of return for the Sharpe ratio calculated by the strategy analyzer?

I saw the suggestion to use "GetSharpeRatio()" in this thread:
http://www.ninjatrader.com/support/f...ad.php?t=46780 but I am not sure how to use this. This sounds like a stupid question but where do I paste these 2 sample lines of code for example:

double sharpeRatio = Performance.AllTrades.TradesPerformance.GetSharpeR atio(0.035);
Print("The Sharpe ratio based on a 3.5 percent risk-free rate is " + sharpeRatio);

And of course, I'll just like to make the suggestion that we should be allowed to set this in the GUI.

[NinjaTrader_AdamP]

listelle,

You would want to place these two lines of code :

double sharpeRatio = Performance.AllTrades.TradesPerformance.GetSharpeR atio(0.035);
Print("The Sharpe ratio based on a 3.5 percent risk-free rate is " + sharpeRatio);

Wherever you want to report the Sharpe Ratio. For example, maybe after an order closes or maybe every closing of a bar. It just depends on your needs here.

Thanks for your suggestion. I will suggest this to development.

[NinjaTrader_AdamP]

listelle,

Your suggestion has ID : #1485

Thanks for your feedback.