Forum: NinjaTrader
August 16th, 2010, 11:30 AM
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Replies: 27
Views: 16,091
Thank you both
Hi guys,
thank you for the suggestions. I will try it very soon. MooreTech, your approach is a little more complicated than the fluxsmith's one. Don't you think it is possible to calculate the way...
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Forum: NinjaTrader
August 14th, 2010, 12:28 PM
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Replies: 27
Views: 16,091
Calmar ratio
Hello,
I would like to get an optimization type as a Calmar Ratio: Annual Profit / DD max, but the problem is that I do not know how to compute the Annual Profit with the systemPerformance...
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