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    Better analysis?

    Hello,

    anyone knows of a way to make more detailed analysis?

    Most important to me:
    * Analysis per logical trade. As a logical trade may consist of many signals, it is defined for me as "in the market in one direction". I have many signals and some may even fire multiple times during a trade (in and out again), but there is one position that "surrounds" them. I am not so much interested in getting every single subtrade positive... and the number of trades the strategy analyzer etc. shows is totally out with my logical understanding.
    * Analysis of profits and losses per signal (entry, entry/exit pair). For truning / analysing the behavior of subcomponents of the strategy, it would be very nice to see whether individual subsystems actually made money, too.

    Anyone has an idea how to make that, short of just taking the whole trade setup into excel?

    #2
    NetTecture, unfortunately I don't have another idea other than exporting the stats to Excel and doing your custom analysis there.

    Maybe it would be easier to run the subsystems on their own and then combine the result for your analysis.
    BertrandNinjaTrader Customer Service

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      #3
      Sadly that totally does not work - see, the subsystems are not really separate, and partially interact. Basically the newest version does active position management with part, reentering a part sometimes 3 times during a trade

      Last chance - possibly the most sane approach: I will write my own logfile(s) - then I can actually provide a profit/loss statement per "trade" with sub-entries per position

      Thanks for all the support, btw. - very good attitude from your company

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        #4
        You're welcome NetTecture, you can work with the Performance class to access the historical and realtime stats - http://www.ninjatrader-support.com/H...rformance.html
        BertrandNinjaTrader Customer Service

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