How to programmatically access the statistics in the 'Strategy Analyzer' window...

[JPPoulin]

Hello NinjaTrader gurus!


I find the Strategy Analyzer tool invaluable to determine what parameters I should use for my own strategy before running live on an instrument. However I have many manual steps I need to run every morning with the tool and would like to inquire if I can automate some of these steps.

Q1: Is there a way from C# strategy code to extract the performance statistics that are shown in the 'Strategy Analyzer' window?

Q2: If there is not, can one access these statistics from a running strategy instance?

Q3: If the above are not possible, do you have tips on how I can record my own performance statistics as my strategy is being run for each parameter permutation?

Thanks for the awesomeness!

[NinjaTrader_ChelseaB]

Hello JPPoulin,

There has been interest in getting optimization results which have resulted in feature request IDs SFT-1610: 'Have override like OnOptimizationResults / OnOptimizationCompleted' and SFT-4268 'Trigger events on Optimization begin/end'.

There may be a way to accomplish this with undocumented custom code.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/add-on-development/107333-strategy-analyzer-add-on-idea?p=828710#post828710

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/1070969-capture-walk-forward-information?p=1071108#post1071108

[JPPoulin]

Oh awesome Chelsea, thanks for the prompt and useful answers as usual!

I'll look into this and report back if its possible