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Showing results 1 to 6 of 6
Search: Posts Made By: Fat Tails
Forum: NinjaTrader August 4th, 2013, 04:40 AM
Replies: 1,033
Views: 328,334
Posted By Fat Tails
Performance metric

Although the Sharpe Ratio is widely used as a performance metric, it has two major weaknesses

-> the returns are calculated as arithmetic mean
-> the calculation of the standard deviation...
Forum: NinjaTrader June 14th, 2013, 12:16 PM
Replies: 1,033
Views: 328,334
Posted By Fat Tails
Right click on an instrument shown in the market...

Right click on an instrument shown in the market scanner to open a new chart for that instrument - instead of selecting File -> New -> Chart and select the instrument manually.
Forum: NinjaTrader March 18th, 2013, 07:34 AM
Replies: 1,033
Views: 328,334
Posted By Fat Tails
Instrument Master Data & Session Templates

Currently, when I have to reinstall NinjaTrader (which rarely happens), then I lose a lot of work and it takes me hours

- to rebuild my session templates
- to enter rollover dates and offsets
...
Forum: NinjaTrader January 2nd, 2013, 07:31 AM
Replies: 1,033
Views: 328,334
Posted By Fat Tails
Accessing IntSeries and BoolSeries via Market Analyzer and Strategy Builder

Not sure whether this has been mention before:


Currently strategy builder and market analyzer can only access plots containing DataSeries objects.

When using trendfilters, you would typically...
Forum: NinjaTrader September 24th, 2012, 10:40 AM
Replies: 1,033
Views: 328,334
Posted By Fat Tails
TickVolume, Upticks and Downticks

This is a request for a feature already offered by TradeStation.

I am talking about a feature which should be available for all bar types offered


(1) TickVolume

Ninjatrader 7: Tickvolume...
Forum: NinjaTrader September 11th, 2012, 03:38 PM
Replies: 1,033
Views: 328,334
Posted By Fat Tails
The historical data base should use Universal Time

There are some limitations linked to the fact that NinjaTrader stores data in local time:

-> When I want to use data from my CET NinjaTrader install for my EST NinjaTrader install it requires a...
Showing results 1 to 6 of 6

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