Getting atomic transaction records?

[stevenev]

Hi, I am running strategy analyzer on SP500 as a whole (both backtest and optimization).

I need to get atomic transaction records, so I can run my own script to analyze the data. When I dump to Excel, I get transactions for the same instrument clumped together. Is there a way of getting atomic transaction records out of system besides writing code to dump to text file, etc?

Thanks in advance.

[NinjaTrader_ChelseaB]

Hello stevenev,

I'm not quite sure what you mean by atomic transaction records. Can you clarify this?

In the results summary of the Strategy Analyzer when a basket test is run, this will run separate backtests for each instrument. The combined results do not list all of the trades and each individual backtest would need the grid contents exported individually.

[stevenev]

Hi Chelsea,

By atomic transactions I mean a record for a single instrument that shows when it was bought and when sold and profit/loss. As you said, this can be exported via grid when one clicks on an instrument and then selecting trades and then exporting.

What I am talking about is not having to grid export per instrument. So if the backtest involved 10 instruments, that is 10 exports. So is there a way to bulk export the transactions and/or trades for all instruments in the analysis, with one click?

Thanks in advance.

[NinjaTrader_ChelseaB]

Hello stevenev,

No, there would not be a way to export multiple grids to a single excel spreadsheet.

It would also not be possible to list all trades in one grid view.

You would need to write this to file from the script.

[stevenev]

Got it. Thanks. That is what I thought.

[bltdavid]

You could try using AutoHotkey to automate the repetitiveness of exporting to a spreadsheet.

https://autohotkey.com/

[stevenev]

Many thanks, BLTDavid. I never thought about that. I will use your idea and report back on this thread.