download daily p&l of optimization results for multiple results

[uday12]

suppose i have an optimization criteria where i ask it to return 20 results. is there any automatic way (like inserting some line of code in the optimizer or objective function) where i can output the daily p&l results (in points, or in percentages) of the 20 results in some csv file something like this:

date, strategy1, strategy2, ...., strategy20
01/01/2016, -0.00123, 0.00315, ...., -0.00657
...
02/08/2016, 0.02310, 0.0231, ..., -0.00259

etc.

I want to select a few results from the optimizer that are uncorrelated (or less correlated, or simply work differently in different periods etc.), and I was think to transport the results to excel (or some spreadsheet) to check for correlations.

[NinjaTrader_ZacharyG]

Hello uday12,

Thank you for writing in.

We do have a reference sample on our support forum detailing how you can utilize StreamWriter to write to a file: http://ninjatrader.com/support/forum...ead.php?t=3475

You can print out the values of cumulative profit within the OnTermination() method of your strategy. Here's an example below (though this shows just a simple print rather than using StreamWriter):

protected override void OnTermination()
{
     // prints cumulative profit of all trades when strategy is shutting down at the end of an optimization run
     Print(Performance.AllTrades.TradesPerformance.Currency.CumProfit);
}

More information about OnTermination() can be found at within this help guide link: http://ninjatrader.com/support/helpG...ermination.htm

Please, let us know if we may be of further assistance.