Undetermined Sharpe Ratio

[usuallywin]

For strategy analysis, if the number of traders are below a certain number, the sharpe ratio will be 1, due to insufficient information. It is better to set the default to 0 or other small numbers. It causes problems when conducting walk forward test with maximising sharpe ratio. As 1 is fairly large as a sharpe ratio, the test will based on unrealistic parameters.

[NinjaTrader_JC]

Hello usuallywin,

Thank you for your suggestion on how we can improve our product. I will submit this suggestion for the enhancement of NinjaTrader to our product development team to be consideration for a future NinjaTrader release. Once I get a unique tracking ID for this request I will send it to you.

Please let me know if I can be of further assistance.

[NinjaTrader_JC]

Hello usuallywin,

Your suggestion has been inserted into our tracking system with the unique ID # 2496.