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MultiCharts Project Management
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Open Feature request MC-991

Rina Index and Average Drawdown

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Description

Something that is missing from Multicharts' Performance Report compared to Tradestation's is the Rina Index. You already have most of what's required to calculate it:
(Select Net
Profit)/((Average Drawdown) x (Percent Time in the market))
It would be great if the Average Drawdown could also be added to the Performance Report in:
1)Monetary terms: how much is the average drawdown?
2)Percentage terms: what % of the Initial Capital is the average drawdown?
3)How long does the average drawdown last for before a new equity peak is made?
It would be cool to have them both on the Strategy Performance Report and on the Portfolio Performance Report.
Thank you for providing us with a great software!

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Comments (1)
#0
user-offline.png  Guest (Guest)
Sep 30, 2012 - 05:58

Just please include the Rina Index for future updates

History
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    Feature request
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