Evaluation Ratios: Volatility

[pstrusi]

Hi Ninjas,

Analyzing the main strategy analyzer ratios, are almost all, but I miss volatility. I know that Sharpe ratio shows something of volatility cause basically this is calculated as following:
( % Net profit - % R of zero risk ) / Stand. Desv ( Volatility )

However I'm wondering if NT calculates some direct volatility ?

Thanks

[NinjaTrader_ChelseaB]

Hello pstrusi,

Thanks for your note.

Doing a quick search I found that the included StdDev, and ATR indicators are volatility indicators.

Also, below is a link to search results for historical volatility. You may find what you are looking for in this list.
http://www.ninjatrader.com/support/f...atility&desc=1

Please let me know if this does not resolve your inquiry.

[pstrusi]

But how can I use them in the strategy analyzer?

[NinjaTrader_ChelseaB]

Hello pstrusi,

The results of the Strategy Analyzer cannot be changed. However, you can go to the chart tab and apply any indicators you like. The indicator will be over the results of the backtest.

Please let me know if this does not resolve your inquiry.