max drawdowns

[ezrollin]

Since theres only Realized and Unrealized, how can we keep track of real time draw downs when back testing a strategy in playback?
I want a way to see my biggest draw downs while running playback.
Thanks

[ezrollin]

Would also like to see the number of times I've taken a loss in real time.
I'm basically trying to build an analyzer without using the analyzer

[NinjaTrader_PaulH]

Hello ezrollin,

Thanks for your post.

"how can we keep track of real time draw downs when back testing a strategy in playback?"

When you are running your strategy in playback you can always right mouse click on the chart and select strategy performance and select Real time (Playback would be considered real time) to generate strategy performance report.

NOTE: In playback, as soon as you change the time of the controller, the playback101 account is reset, so always check your strategy performance before changing/resetting your playback time

If you want to keep track of your max draw down while running playback (or live), one way to do that would be to create a double type variable and compare the variable value to the unrealizedPNL when the unrealized PNL is less than the value of the variable. You would set the value of the variable to be 0 at the start of the trade. This would likely require the strategy to be running with Calculate.OnPriceChange (or Calculate.OnEachTick).

"Would also like to see the number of times I've taken a loss in real-time."

When you run or are running a strategy you can always right mouse click on the chart and select "Strategy performance" and then select real time to generate a strategy performance report which is only about the strategy generated trades.

Reference: https://ninjatrader.com/support/help...tegyFromAChart