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Custom statistics for strategy analyzer

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    Custom statistics for strategy analyzer

    Hello NinjaTrader Team,

    I didn't find a example on how to create a custom statistic for the strategy analyzer in documentation.

    Strategy Analyzer => Analyse => Period => Day of week, Hour of Day, etc.
    I want something similar like the "day of week" period on the strategy analyzer tab just for "day of month" instead of day of week, so I want to collect all trades happend on first day of month and see the total PnL of it,2,3,4 till 31th of month

    I have no problem with coding it for myself but don't know how to start here. Some example would be really helpful.

    Best regards,
    Johnny


    #2
    Hi Johnny90, thanks for your post.

    A Performance metric would not be able to change the distribution period. Performance metrics calculate a sum of results and are displayed as a statistic. See the SampleCumulativeProfit custom performance metric sample. I'll submit a feature request to have a Day of Month period added.

    Please let me know if I can assist any further.

    Comment


      #3
      Thanks Chris,

      you should also consider period Month of year collecting all trades of january, etc. I've done a performance metric for this wich also works but to have this as a period and graph would be much better.

      Thanks for your help and best regards,
      Johnny

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