Improvements to Strategy Analyzer

[whotookmynickname]

I have some inputs on the Strategy Analyzer:

Great that you have added a graphical distribution of P/L per entry and exit times. Could please also add functionality to show graphical distribution of P/L per holding period of the individual trades?



Also using the Optimzier in the Strategy Analyzer:
I understand that there will be a new "Combined Result" if I do a multi-instrument backtest. This is a great feature. Can you please also use this Combined Result feature if I am using the Optimizer to optimize for data series (i.e. 5,6,7,8... minutes)? And or if I optimized particular variables?


Thank you

[NinjaTrader_JoshP]

whotookmynickname,

Thank you for the suggestions. Can you please describe what you mean by a graphical distribution?

[whotookmynickname]

Optimizer/Graph/Distribution

There are several tabs I can switch to after performing the backtest. These are summary, chart, graph, execution, etc.

On the graph chart you can choose between:Cumulative Net profit, Daily NP, Distribution, etc.

For Distribution you can choose to show: Time base: Entry and Exit.

My request is that you make the option available: Per Holding Period

With this addition, you could graph the distribution of all your trades by holding periods to see where you made money.

[NinjaTrader_JoshP]

Thanks for the suggestion. We will add it to our list of future considerations.

[chcant]

Hi! It would be very useful also to be able to overlay the entire price series backtested on the Cumulated profit graph in order to fastly recognize the performances of the system based on the period of the market.

Thank you

[NinjaTrader_JoshP]

Thanks for the suggestion.

[chcant]

Do you think that this feature could be present in the final release of N7? Thanks in advance!

[NinjaTrader_JoshP]

chcant,

We will take it into consideration, but at this point in time our priorities are more on fixing bugs than on completely new feature sets. Thank you for the suggestion though.

What you can do right now is create yourself a plot for the strategy that tracks PnL and just have that charted along with your strategy to see how it performed over time along with your chart.

[chcant]

Yes but when i'm in the strategy analyzer all the indicators plotted by the strategy cannot be visible! How can i solve the problem?

[NinjaTrader_JoshP]

chcant,

I am not sure what you mean. Are you saying you do not see any indicator at all? Please try running a backtest with SampleMACrossOver. Are you not able to see the two SMA indicators applied to the chart?

[chcant]

Yes i see the two EMAs but into my strategy i plot a custom indicator made with Add(StrategyPlot(0)). This is not visible into the strategy analyzer.

[NinjaTrader_JoshP]

Did you tell it to create a new panel? Do you at least see the indicator listed in the labels?

[chcant]

The following its the strategy code relative to the plot:

StrategyPlot(0).Plots[0].Pen.Color=Color.Blue;
StrategyPlot(0).PanelUI=1;
StrategyPlot(0).Name="Chandelier stop";
Add(StrategyPlot(0));

[NinjaTrader_JoshP]

Right, but does it actually come up with an indicator label? Like how the SMA's came up with SMA labels. Does the StrategyPlot one come up?

Also, did you actually set values to StrategyPlot in OnBarUpdate?

[chcant]

Yes, it does. It came up with "Chandelier stop" label but in another panel under that of the bar chart. Here you can see an example.