Chart of capital analyzer

[U0000999]

How to build moving average of chart of capital after backtesting?

[NinjaTrader_Jim]

Hello U0000999,

Thanks for your post.

Before answering further, we should be clear that backtesting will not use actual account values, so there will be a difference in study once the strategy transitions to realtime and starts using the funds of the actual account.

To present your available funds as a "moving average," you could add a plot from the strategy. The plot should present a theoretical Funds Available, which would be user defined, and then after each execution seen in OnExecutionUpdate on the close of a position, add/subtract values from the Funds Available variable. The Plot should then be updated with the calculated Funds Available.

Publicly available documentation on OnExecutionUpdate and creating plots is linked below.

OnExecutionUpdate - https://ninjatrader.com/support/help...tionupdate.htm

AddPlot - https://ninjatrader.com/support/help...us/addplot.htm

If you had something else in mind, could you further elaborate on what you would like to accomplish?