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sharp ratio based on weekly profit

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    sharp ratio based on weekly profit

    (Profit per Month – risk free Rate of Return) / standard deviation of monthly profits

    I know this is NT sharp ratio formula. If I want to calculate SR using weekly profit, how do I do?

    #2
    millridge,

    Unfortunately there is no way to calculate this by default in NinjaTrader, however you could make a strategy calculate this if you wanted using NinjaScript. I could make a suggestion to our development team for this if you would like.
    Adam P.NinjaTrader Customer Service

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      #3
      Yes, I need it. Also please make it available in optimization. Thx.

      Comment

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