Got a sharpe of 2.0 (Page 2) - Psychology and Money Management | futures trading

Go Back

> Futures Trading, News, Charts and Platforms > Psychology and Money Management

Got a sharpe of 2.0
Started:March 17th, 2014 (06:51 AM) by nemeis45 Views / Replies:962 / 10
Last Reply:March 26th, 2016 (12:27 PM) Attachments:1

Welcome to

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Thread Tools Search this Thread

Got a sharpe of 2.0

Old March 26th, 2016, 12:27 PM   #11 (permalink)
Elite Member
Montreal, Qc, Canada
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Interactive Brokers/Kinetick
Favorite Futures: ETF
Virtuose1's Avatar
Posts: 33 since Jun 2011
Thanks: 96 given, 25 received

I only do automated trading and my sharpe ratio over 7 years is above 1 but below 2 (and improving every year) and still I'm satisfied with the results as the returns have been positives every year, non-corrolated to the market and above the market return. With your Sharpe above 2 over 2-3 years, you should be able to automate this successfully. Now your post was in 2014 so I'm curious to hear how things have gone since then.


P.S.: Interactive Brokers allow to easily generate reports showing the Sharpe ratio (as well as other interesting metrics) of your trading account. As I showed in a previous post ( very few traders are able to keep a Sharpe above 1 over a long period. As a side note, I personnaly prefer tracking the sortino which in my view is a better proxy.

Reply With Quote

Reply > Futures Trading, News, Charts and Platforms > Psychology and Money Management > Got a sharpe of 2.0

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

NinjaTrader 8: Programming Profitable Trading Edges w/Scott Hodson

Elite only

Anthony Drager: Executing on Intermarket Correlations & Order Flow, Part 2

Elite only

Adam Grimes: Five critically important keys to professional trading

Elite only

Machine Learning Concepts w/FIO member NJAMC

Elite only

MarketDelta Cloud Platform: Announcing new mobile features

Dec 1

NinjaTrader 8: Features and Enhancements

Dec 6

Similar Threads
Thread Thread Starter Forum Replies Last Post
Sharpe , Sortino ratios thinkscript codes for TOS vio1965 ThinkOrSwim 0 February 18th, 2013 04:58 AM
Sharpe Ratio Code onava TradeStation 9 December 5th, 2012 11:01 AM
getting ninja to calculate sharpe ratios PandaWarrior NinjaTrader 5 May 21st, 2012 03:48 PM
Sharpe ratio... 1 Step Forward ... lots more to go Trader.Jon Elite Automated Trading 2 December 13th, 2010 03:12 PM
Backtesting - Sharpe Ratio Laibe NinjaTrader 5 October 31st, 2010 09:54 AM

All times are GMT -4. The time now is 01:09 AM.

Copyright © 2016 by All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts

Page generated 2016-10-27 in 0.06 seconds with 20 queries on phoenix via your IP