Historical analysis and optimisation

[vlc]

Is there a way to use the data in the Account Performance reports to calculate the optimal ATM strategy for the trader ( including analysis of trades made manually ) . The position size, stop position, targets, etc. e.g. I have at least 70% profitable trades if I trade very small, but only about 30% if I go for larger positions. Is there a tool that can analyse the historical performance to show me the optimal size for me? And ideally, one that can then generate an ATM strategy to suite.

[NinjaTrader_PatrickH]

Hello vlc,

Thank you for your post.

While you can pull from the trades and performance of entries and exits made from the Automated Strategy, there is no function to pull manual trade performance or ATM strategy performance (even those submitted through the NinjaScript strategy) in NinjaScript.

Please let me know if you have any questions.