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Open Feature request MC-636

Sharpe Ratio into optimisation repport
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Description

Hi,
just to say it would be interesting to add the Sharpe Ratio as a factor (like NetProfit, %Profitable, ...) into the optimisation rapports.
Bests,
willygan

Steps to reproduce this issue

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Comments (3)
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#0
user-offline.png Guest
Jul 04, 2014 - 00:18

Was this added? I cannot see it in v9 beta 1. Apparently, there are almost only trade-related metrics in the optimization report. No Sharpe or Sortino ratio for example.

#0
user-offline.png MultiCharts Support
Jul 09, 2014 - 07:08
It is possible by means of http://www.multicharts.com/trading-software/index.php/SetCustomFitnessValue
#1
user-offline.png Stephen Miller
Feb 05, 2023 - 07:23

I think its possible vis customfitnessvalue but I don't think that's what the feature request is asking. You really need to dig around the forum to find that solution and even then the output isn't 100% clear because I believe its not annualised value and depends what chart time frame you using.

I have upvoted as Id like to just see this option in the drop down menu with the other selections. That's where a new person or anyone would look. While you doing that the Sortino Ratio and others should also be added and output should just be annualised automatically.

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Issue basics
  • Type of issue
    Feature request
  • Category
    Not determined
  • Targeted for
    MultiCharts 8.0 (RELEASED)
  • Status
    Released
User pain
  • Type of bug
    Not triaged
  • Likelihood
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  • Effect
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Affected by this issue (3)
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    user-offline.png will
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Issue details
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  • Severity
    Normal
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