+1 888 340 6572 GET STARTED
MultiCharts Project Management
previous_open_issue.png
Go to the previous open issue
previous_issue.png
Go to the previous issue (open or closed)
star_faded.png
Please log in to bookmark issues
feature_request_small.png
Open Feature request MC-636

Sharpe Ratio into optimisation repport
action_vote_minus_faded.png
11
Votes
 action_vote_plus_faded.png
next_issue.png
Go to the next issue (open or closed)
next_open_issue.png
Go to the next open issue
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

.

Comments (3)
icon-mono-settings.png
#0
user-offline.png GB (Id2)
Jul 04, 2014 - 06:18

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.

Edit Delete
#0
user-offline.png MultiCharts Support (MultiCharts)
Jul 09, 2014 - 13:08
It is possible by means of http://www.multicharts.com/trading-software/index.php/SetCustomFitnessValue
#1
user-offline.png Stephen Miller (Stephen Miller)
Feb 05, 2023 - 13:23

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.

History
sidebar_collapse.png sidebar_expand.png
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
    Not triaged
  • Effect
    Not triaged
Affected by this issue (3)
People involved
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Normal
Attachments (0)
There is nothing attached to this issue
Commits (0)
There are no code checkins for this issue
Duplicate issues (0)
This issue does not have any duplicates