Hello, could we possibly get a new ENUM_STATISTICS option for TesterStatistics()? I know that STAT_SHARPE_RATIO already exists but I'm wondering if we could also get the Sortino Ratio as an option as it is calculated using only downside deviation rather than standard deviation like the Sharpe Ratio uses. You could call it whatever you like but I am suggesting STAT_SORTINO_RATIO. I know that traders might have a preference one way or the other when evaluating the performance of a strategy in the strategy tester and some might like the option to use the Sharpe Ratio OR the Sortino Ratio. Thank you for your time and have a great day.
- MetaTrader 5 Client Terminal
- Optimizing sortino ratio in OnTester() using genetic algorithms?
- Help code functions Sortino Ratio and Sharpe Ratio.

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