Strategy Analyzer and Balance for testing

[sergey_z]

Hello

I want to test my Strategy with Analyzer but it`s not clear about Balance for test.
From witch account (Sim101, Playback or what) Analyzer use cash value (balance) for testing? How I can change this value?

Thanks a lot.
Sergey

[NinjaTrader_Jim]

Hello sergey_z,

Thanks for your post.

The Strategy Analyzer does not use an Account for portfolio backtesting. As such, Account Balance/Cash Value is not used when backtesting. A backtest will calculate a maximum drawdown assuming you always have funds to perform trades. Commissions however, are inherited from the Sim101 account, so applying commissions to the Sim101 account will have these commissions usable in the Strategy Analyzer.

If you would like to incorporate cash balance in the strategy, you can do so with your own user defined input. The OnExecutionUpdate event can be used to pick up on order fills so you can adjust the variable which manages your balance.

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

Please let me know if I can be of further assistance.