analysis with no exit or target

[mcteague]

I want to find out what happens when I enter positions when specific setups occur. However because a strategy must have both entry and exit systems, I am unable to figure out how to get the information I want. Basically I would like to use NT as a data analysis tool..
I will try to give an example.

1. I set entry conditions
2. I ether set a big stop loss ( 40 ticks) or a time based stop ( X number of bars)
3 I run strategy on historical data.

Now I want to know things like this like.
1. What was the highest price reached before stop for each itteration?
2. How big where the biggest candles
3 What was the average gain when profitable.
4. What is the normal swing range? Do I really need a 40 tick stop.
ETC.

I do not want to have to try this stop strategy and that strategy, one after the other. Almost at random
Ninja has the data that can tell me exactly what my stop and target should be from a statistical and probability perspective. I want to be able to extract this analysis without having to eyeball 10 years of charts.

Is this possible? Can Ninja do what I want.

Thanks

[NinjaTrader_Joydeep]

Hello mcteague,
Thanks for your note.

The Account Permanence report will return various the standard reports like Drawdown, MAE, MFE etc. Please refer to our help guide to know about the various statistical definations which is returned by the Account Performance.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?statistics_definitions.htm

For any custom statistical or probability reports you have to further custom code your strategy and append it to a say txt or csv file at the end of the backtest (via the OnTermination event).

Please refer to this sample code which demonstrates how to write to a file via NinjaScript coding

http://ninjatrader.com/support/forum/showthread.php?t=3475