Sharpe Sortino Ratio Missing

PanagiotisCharalampous
31 May 2024, 12:00

Hi there, 

Yes it has been removed permanently.

Best regards,

Panagiotis

robert.john.edgar
16 Nov 2024, 17:32

RE: Sharpe Sortino Ratio Missing

PanagiotisCharalampous said: 

Hi there, 

Yes it has been removed permanently.

Best regards,

Panagiotis

Seems my local only just upgraded and removed sortino/sharpe.

Why did it get removed?

Is there any workaround for this or some plugin or other way we can get this?

My past experience with cTrader optimization is you get pretty poor results if you can't see either sharpe or sortino.

PanagiotisCharalampous
17 Nov 2024, 08:45

RE: RE: Sharpe Sortino Ratio Missing

robert.john.edgar said: 

PanagiotisCharalampous said: 

Hi there, 

Yes it has been removed permanently.

Best regards,

Panagiotis

Seems my local only just upgraded and removed sortino/sharpe.

Why did it get removed?

Is there any workaround for this or some plugin or other way we can get this?

My past experience with cTrader optimization is you get pretty poor results if you can't see either sharpe or sortino.

Hi there,

The previous calculation was not correct and the information required to properly calculate these metrics (risk free ratio) is not available in cTrader.

Best regards,

Panagiotis

robert.john.edgar
18 Nov 2024, 20:01

RE: RE: RE: Sharpe Sortino Ratio Missing

PanagiotisCharalampous said: 

robert.john.edgar said: 

PanagiotisCharalampous said: 

Hi there, 

Yes it has been removed permanently.

Best regards,

Panagiotis

Seems my local only just upgraded and removed sortino/sharpe.

Why did it get removed?

Is there any workaround for this or some plugin or other way we can get this?

My past experience with cTrader optimization is you get pretty poor results if you can't see either sharpe or sortino.

Hi there,

The previous calculation was not correct and the information required to properly calculate these metrics (risk free ratio) is not available in cTrader.

Best regards,

Panagiotis

I would have thought even if acknowledging it was technically wrong they would still maintain the old version as  “use at your own discretion” rather than just killing it dead….  

It was clear it wasn't producing the expected value but the thing was the value it did calculate was actually really useful at least for a bot on a single asset and a single time period and proved to work in practice.

Sadly without it the optimization maybe not totally useless but is well on the way to being so.