Exporting Basket Backtest Results

[mjtrader]

I am trying to export the results of a back-test to Excel.
Unfortunately, I can't seem to get a complete execution list (entry/exit date, entry/exit price) of ALL the instruments in the basket.
The Performance tab only shows the execution detail of a single instrument at a time and I have a large number of instruments in the basket.
Does anyone know how to get a comprehensive list?

Thanks,

[NinjaTrader_ChristopherJ]

I am trying to export the results of a back-test to Excel.
Unfortunately, I can't seem to get a complete execution list (entry/exit date, entry/exit price) of ALL the instruments in the basket.
The Performance tab only shows the execution detail of a single instrument at a time and I have a large number of instruments in the basket.
Does anyone know how to get a comprehensive list?

Thanks,

Hello mjtrader,

Thank you for your post.

If you click on the Advanced button within the Account Perfomance it will expand the window where you will have the option to choose which instruments you would included within your report.

I have included a link below to our Help Guide that goes over the Account Performance tab.

http://www.ninjatrader-support.com/HelpGuideV6/Overview8.html

Please let me know if I can be of further assistance.

[mjtrader]

I don't see a way to add Instruments in the Accounts Performance tab.
Do I need to setup something?
This menu appears to control actual trades reporting whereas I want to see execution detail of Back-test results from Strategy Analyzer.

[NinjaTrader_Jason]

Hello mjtrader,

NinjaTrader_Christopher referred to the Account Performance-tab, which is not relevant in your situation.

Unfortunately it is not possible to export executions for all instruments part of the basket test at once. You will need to export the data in the Executions-tab for each instrument seperate.

[mjtrader]

I am able to get a list of all executions of all instruments
in the basket by including the following function in my strategy:

protected override void OnExecution(IExecution execution)
{
Print(execution.ToString());
}
And then copying the text from the Output window.
This, however, gives more detail than I need. Can someone tell me how to print just the Instrument name, fill price, & date from the execution class?

Right now I get this error running back-test for 20 minutes: System.OutofMemoryError exception thrown.

[NinjaTrader_Bertrand]

Hi mjtrader, I suggest you take a look at this reference sample to work out what statistics you need if the IExecution is too much detail - http://www.ninjatrader-support2.com/...ead.php?t=4084

[Mannygags]

I am trying to apply a multi-variable strategy to a basket of stocks to evaluate which combination of variables works best for the basket as a whole. The problem is that when I run the backtest it produces results at the individual stock level and not at the basket or group level. Is there a way to run the backtest so that it treats the basket as a whole and not as a bunch of individual stocks? Am I just not setting up something correctly in my strategy analyzer?

Thanks

[NinjaTrader_JoshP]

Mannygags,

What you are trying to do is portfolio backtesting. Portfolio backtesting is not supported in NinjaTrader.