Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

performance metric question

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    performance metric question

    Hello,
    I'm studying performance metric. I would for first step understand how to print a particular performance metric value on output.
    For this pourpose, I wrote a sample strategy where i would print the cumulative profit of each trade on the output.( I used cumulative profit just because it's already in the platform performance metric sample!!!)
    I added the NT sample sumcumprofit (... but I could use another permormance metric, I'm not interseting in cumprofit) in the strategy but i don't know how to print the cum profit value.
    Can you give me some advice please? Thank you in advance!



    public class PrintPerformancemetric : Strategy
    {

    NinjaTrader.NinjaScript.PerformanceMetrics.SampleC umProfit myProfit;

    protected override void OnStateChange()
    {
    if (State == State.SetDefaults)
    {
    Description = @"Enter the description for your new custom Strategy here.";
    Name = "PrintPerformancemetric";
    Calculate = Calculate.OnBarClose;
    EntriesPerDirection = 1;
    EntryHandling = EntryHandling.AllEntries;
    IsExitOnSessionCloseStrategy = true;
    ExitOnSessionCloseSeconds = 30;
    IsFillLimitOnTouch = false;
    MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
    OrderFillResolution = OrderFillResolution.Standard;
    Slippage = 0;
    StartBehavior = StartBehavior.WaitUntilFlat;
    TimeInForce = TimeInForce.Gtc;
    TraceOrders = false;
    RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
    StopTargetHandling = StopTargetHandling.PerEntryExecution;
    BarsRequiredToTrade = 20;
    // Disable this property for performance gains in Strategy Analyzer optimizations
    // See the Help Guide for additional information
    IsInstantiatedOnEachOptimizationIteration = true;
    }
    else if (State == State.Configure)
    {
    myProfit = new NinjaTrader.NinjaScript.PerformanceMetrics.SampleC umProfit();
    AddPerformanceMetric(new NinjaTrader.NinjaScript.PerformanceMetrics.SampleC umProfit());

    SetProfitTarget(CalculationMode.Ticks, 20);
    SetStopLoss(CalculationMode.Ticks, 20);

    }
    }

    protected override void OnBarUpdate()
    {
    if(CurrentBar<10)
    return;

    if(High[0]>High[1])
    EnterLong();

    // I would print samplecumprofit of each trade on the output...

    }
    Last edited by zteck; 11-07-2017, 09:05 AM.

    #2
    Hello zteck,

    Thank you for your note.

    The link below if added to your script will print the SampleCumProfit to the Output window.


    I have provided a screen shot demonstrating this.

    Please let us know if you need further assistance.
    Attached Files
    Alan P.NinjaTrader Customer Service

    Comment


      #3
      Thank you so much for the help ALanP!!!
      I haveanother question about performance metric... How can I see a performance metric on the strategy analyzer grid?

      Comment


        #4
        Hello zteck,

        You would enable these under Tools>Options.

        At the following link, please see next to Custom performance metric(s),


        Please let us know if you need further assistance.
        Alan P.NinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by NullPointStrategies, 03-13-2026, 05:17 AM
        0 responses
        95 views
        0 likes
        Last Post NullPointStrategies  
        Started by argusthome, 03-08-2026, 10:06 AM
        0 responses
        153 views
        0 likes
        Last Post argusthome  
        Started by NabilKhattabi, 03-06-2026, 11:18 AM
        0 responses
        80 views
        0 likes
        Last Post NabilKhattabi  
        Started by Deep42, 03-06-2026, 12:28 AM
        0 responses
        54 views
        0 likes
        Last Post Deep42
        by Deep42
         
        Started by TheRealMorford, 03-05-2026, 06:15 PM
        0 responses
        70 views
        0 likes
        Last Post TheRealMorford  
        Working...
        X