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About R^2
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About R^2
I created an automatic strategy and I was optimizing the strategy on R^2. But after a week of working with that automatic strategy I opened the Trade Performance and it is not R squared. Is there a way to enable or add R squared to view on the Trade Performance window?
Thank you!Tags: None
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Hello daying35,
Thank you for your post.
R Squared is not available in the Trade Performance or Strategy Performance windows. I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.
That said, you may get the RSquared value programmatically from a TradeCollection as described in the help guide here:
Although it is not available in reporting, one thing you could consider using StreamWriter and adding logic to write the desired strategy performance statistics and information to a text file for your review. We have a reference sample showing how to use StreamWriter to write to a text file here:
As mentioned, I will follow up with the feature request tracking number as soon as it is created. In the meantime, please feel free to reach out with any additional questions or concerns.
Thank you for your patience.Emily C.NinjaTrader Customer Service
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Hello daying35,
Thanks for your patience.
The internal tracking number for your feature request is SFT-6007. Please reference this internal tracking number when contacting Platform Support if you ever have questions regarding this feature request.
When a feature request is implemented, you'll find a description of the new feature in the release notes:Thank you for using NinjaTrader.Emily C.NinjaTrader Customer Service
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