Exposing Indicator Values during Backtesting

[richp6]

Hi,

I'm wondering if there is a better way to do this. During strategy development and backtesting, I'll want to see what 1 or more indicator values are at the time of trade entry. The only way I know how to capture this value is to send the value to text and use it as the trade entry name. Then when backtesting, I can export all the trades to excel. But this is cumbersome. Is there a better way?

Thanks,

Rich

[NinjaTrader_Joydeep]

Hello Rich,
Thanks for writing in and I am happy to assist you.

To expose an indicator value which is not a plot/dataseries, please refer to this reference sample code http://ninjatrader.com/support/forum...ead.php?t=4991

You can also use a static to store the values but these are more C# concepts and beyond what we could support. http://msdn.microsoft.com/en-us/libr...(v=vs.71).aspx

Please let me know if I can assist you any further.

[richp6]

Ummm...I'm not sure you understood my question, or I didn't understand your answer. It appears that you gave me references on how to expose strategies or indicators to other strategies. I'm talking about being able to look at trade data and having the indicator value at the time of entry as a field in the trade record. Since there is no default way to add fields to trade records, I was wondering if there was a way to add these fields inside the script, so that it would be added to the backtesting trade record.

Rich

[NinjaTrader_Joydeep]

Hello Rich,
You can use a static to store the value of the trades and can call it as and when required instead of writing the values in an excel file.

For example

partial class Strategy //look for the UserDefinedMethod.cs file
{
	public static List<IOrder> MyData = new List<IOrder>(); 
}

you can assign the value to MyData from your strategy.

if (condition)
{
    IOrder ord = EnterLong();
    NinjaTrader.Strategy.Strategy.MyData.Add(ord);
}

You can access the data, simply by calling

if (NinjaTrader.Strategy.Strategy.MyData.Count > 0)
{
  //do something
}

It is more of a C# concept and unfortunately we could support very little of it.

Please let me know if I can assist you any further.

[richp6]

My purpose for doing this is not to call these indicator values in the future by the strategy, but instead to analyze them myself in excel. I would then make code changes based on my analysis. It sounds like this is not possible.

[NinjaTrader_Joydeep]

Hello Rich,
Unfortunately it is not possible. You have to custom code it and write the values of the indicators to the excel file.

Please let me know if I can assist you any further.