Indicator Plotted Value Report

[tjfintrade]

Currently when backtesting I can only export the execution data of the trade (time, price, ratios etc).

I need to run additional data analysis on backtested trades outside of NT. However, in order to do this I need the plotted values of all my indicators used in the strategy that would typically show in the data box in addition to the trade execution data.

Example: If a long trade was entered at xxxx amount at xxx time, I also need the plotted value of say the ATR value used in the strategy at the time of entry and exit along with the values of any other indicators used.

Is there a way to run /export one report that includes the indicators plotted values and executed trade data?

[NinjaTrader_Jesse]

Hello tjfintrade,

To do that you would need to write your own data to file by using a C# streamwriter. In your conditions to trade you could collect any data you need such as indicator values and then write that to a file. Keep in mind this will not work for optimizations because multiple tests are run in parallel and multiple scripts cannot access the same file at the same time. For an optimization you would need to make a unique filename for each optimization iteration to avoid that.

https://ninjatrader.com/support/helpGuides/nt8/using_streamwriter_to_write_to.htm