Question on performance metrics and trade object storing custom values

[chadnash]

Hello! Is it possible within the trade object to store any custom variables related to the trade... That we later want to reference in the trade performance summary / trade performance metrics?

I have already create custom optimizer value for something (such as unrealized maximum PNL) and I store that in a variable that I can optimize on... and I would like this to be on the summary page as well, but I don't see how this is possible with the custom performance metrics because I cannot access this value (although its in the strategy) its not part of the trades object.

So for example, the sample acum profit is great basic performance metrics example, but that value is not part of of any accessible object I know of to assign anything I would want from the strategy.

Say for example throughout the lifecycle of the entire strategy history... you maintained maybe the average EMA value at the time of each and every trade you entered... so you stored that in a custom Value[20] = Stuff variable... Then later on the performance summary where you can display custom performance metrics, would you somehow be able to reference that value? This would be a global value throughout the entire lifecycle, so wouldn't need to be aggregated.



Thanks,

Chad

https://www.nashtech.xyz/results

[QuantKey_Bruce]

Not in a supportable way. Because currently, the performance metrics even if you make a custom one only have access to the trade collection - they wouldn't have access to something like your Value[20] = Stuff ... you might be able to rig something to communicate with some static lists or something but it would be a hack at best I think.

[chadnash]

Hi Bruce,

Thanks for the fast response… yeah I was thinking if it was really important I could include it in the trade name and parse that data out, since the name is in the object.

Not sure if the enhancement has been requested yet but would be great if you simply added a property like Notes or Comments that we add to the trade object, perhaps an additional overridable function call when using the managed entry approach.

Thanks,

Chad

[QuantKey_Bruce]

Yes, it would be nice if there were a Tag or a Note on the Trade object that could be set and then would be accessible both by the custom statistics and by the performance report for columnar display.

[chadnash]

Anyone from NinjaTrader team that wants to comment on this or add it in the enhancement list we can vote on?



Thanks,

Chad
www.nashtech.xyz/results

[NinjaTrader_Jesse]

Hello chadnash,

There is not a way to store custom values in the NinjaTrader database, it would usually be suggested to write your own data file in that type of situation if you needed to save additional information for a specific trade. I will put in a feature request for having some way to save information in NinjaScript based trades.