Exporting backtest multiple instrument positions updates

[siroki]

Hello,

I'm running the Strategy Analyzer to backtest an Instrument List of around 400 stocks. I need to be able to export each and every trade of this backtest to Excel. I know how to program in C# and I was thinking to export it to CSV files. Is there a way to export one line with the total trade summary like?

Instrument, Open Time, Close Time, Open Price, Close Price, Qty, Strategy Name, Entry Name, Exit Name (Stoploss or Profit Target), MAE, MFE etc?

Can I use some kind of OnPositionUpdate method for this?

Thanks!

[NinjaTrader_BrandonH]

Hello siroki,

Thank you for your post.

SystemPerformance holds all trades and trade performance data generated by a strategy. You may check the last trade from SystemPerformance in OnPositionUpdate. StreamWriter could then be used to write the text to a file. Please refer to the attached sample strategy to see how this may be done.

Here are some Help Guide links with more information.

SystemPerformance - https://ninjatrader.com/support/help...erformance.htm

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

StreamWriter - https://ninjatrader.com/support/help...o_write_to.htm

Please let us know if we may further assist.

[siroki]

Thank you for your reply. Good to know that SystemPerformance is my way to go. I'm not quite sure how to use it though. I'm seeing very limited documentation. If you can provide me a sample how to (for example) retrieve realized P&L for that trade, that's be very helpful.

Kind regards,

[siroki]

Never mind. I already understand that TradeCollection is a collection and should be accessed using [] .. For example SystemPerformance.AllTrades[0].MaeCurrency.

Thanks! This is perfect!