Mark-to-market numbers in Backtest

[Leexing]

Hello,

When backtesting a strategy, where do I see, and how can I chart, the mark-to market performance of my strategy, i.e. including the carried forward and still open positions? My strategy holds positions over a longer period of time and I need more information than just the aggregated performance of winning trades at the last day of the backtest. Espeially when testing across a number of securities, I need to be able to produce a continous mark-to-market performance number on the portfolio.

I'm entirely new to Ninjascript so I hope there is a solution that does not require coding.

Thousand thanks!
regards

[NinjaTrader_PatrickH]

Hello Leexing,

Thank you for your post.

Using Basket testing you can view the performance results of each instrument the test was ran on for your strategy. In addition, the Strategy Analyzer offers more than the Summary tab; we are given the Chart, Graphs, Executions, Trades, Periods, Orders, and Settings tabs.

• For information on Basket testing please visit the following link: http://www.ninjatrader.com/support/h...asket_test.htm
  
• For information on the Strategy Analyzer tabs please visit the following link: http://www.ninjatrader.com/support/h..._data_tabs.htm

Please let me know if you have any questions.