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getting ninja to calculate sharpe ratios
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getting ninja to calculate sharpe ratios

  #1 (permalink)
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getting ninja to calculate sharpe ratios

How do I make ninja calculate a sharpe ratio? I found some programming stuff in the help files but I am not a programmer and do not use back testing. I want it to display the ratio in the results tab after a series of trades. Seems there should be a simple way to do this but after much searching, I cannot figure it out.

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  #2 (permalink)
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PandaWarrior View Post
How do I make ninja calculate a sharpe ratio? I found some programming stuff in the help files but I am not a programmer and do not use back testing. I want it to display the ratio in the results tab after a series of trades. Seems there should be a simple way to do this but after much searching, I cannot figure it out.

I have done some research on this as well and honestly there is no easy way to calculate SR within Ninja Trader.

The two ways I have come up with is:
I have been messing around with the SQL database option just because I like database's. However, I dont have a working model yet.

Here are some other useful links:

Calculate the Sharpe Ratio with Excel
Sharpe ratio - Wikipedia, the free encyclopedia

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  #3 (permalink)
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PandaWarrior View Post
How do I make ninja calculate a sharpe ratio? I found some programming stuff in the help files but I am not a programmer and do not use back testing. I want it to display the ratio in the results tab after a series of trades. Seems there should be a simple way to do this but after much searching, I cannot figure it out.

Where does NinjaTrader have a "results tab"?

If you have excuted a series of trades, you can select the "Account Performance" tab of the control center, and it shows the Sharpe Ratio of that series of trades.

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Fat Tails View Post
Where does NinjaTrader have a "results tab"?

If you have excuted a series of trades, you can select the "Account Performance" tab of the control center, and it shows the Sharpe Ratio of that series of trades.


Account performance is what I meant...but i've never had NT display anything other than 1

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PandaWarrior View Post
Account performance is what I meant...but i've never had NT display anything other than 1

The Sharpe Ratio is based on monthly returns. If you have less than one month of data, you cannot calculate a Sharpe Ratio.

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  #6 (permalink)
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Sharpe Ratio

Does anyone know if theres another way to change the ratios displayed within the results tab, kind of like a settings or options function within NT, to look at other metrics besides Sharpe

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