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question about the period tab

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    question about the period tab

    Hi

    After a backtesting, i'm watching the result by periods and i select daily.

    my system is ran on the EURODOLL "exit on close" FALSE

    i want to know how is distributed the P&L by day

    for example, a position opened the 4th of September and closed the 5th with a profit of 1000$... the profit is distributed the 4th or the 5th ? or in pro rata between the 4th and the 5th ?

    Thank you
    Thomas

    #2
    Hello Thomas79,

    Thank you for your post.

    Realized PnL will be distributed on the day the position was closed.
    MatthewNinjaTrader Product Management

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      #3
      sounds clear

      thank you

      Comment


        #4
        Hi,

        searching for the periods tab of the strategy analyzer I found this post.

        I wonder wherter there is an easy way to attribute PnL to the time the trade was opened?

        I wrote a script to optimize for day of week, and could adapt it to time. But it would be a lot quicker to just go through differnt time perioods in the strategy analyzer and find out if there are times that the system entries have better results.

        Best

        Marco

        Comment


          #5
          Marco, you can also check out the Distribution graphs, it would allow you to for example see Pnls by Entry / Exit time in half hour or hourly intervals and help finding periods where the strategy should perhaps better stand aside.
          BertrandNinjaTrader Customer Service

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            #6
            Hi Bertrand,

            The distribution graph displays the same information as the periods tab. As I understand the system performance is calculted at the trade exit time, I would need the PnL for trade entry time.

            Maybee I just don't see it but I cannot display PnL for entry time in distribution graph.

            Comment


              #7
              Did you try changing the time base in the SA?
              Attached Files
              BertrandNinjaTrader Customer Service

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                #8
                Wow, I can't believe I didn't see it!

                Thanks a lot.

                Comment

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