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P&L Monitor, tracking backtesting strategy performance analysis ATM Replay connection

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    P&L Monitor, tracking backtesting strategy performance analysis ATM Replay connection

    I am thinking to purchase a strategy that uses an ATM to execute trades. I don't have the access to its code. How do I back test it and do some performance analysis ?
    I guess can only back test it using the replay connection and run it to see the outcome. Correct?
    If correct, how can I evaluate some of the statistics of it's performance? I have the impression that I must write a second strategy code that monitors the P&L using the AccountStatusUpdate​() or the example code at https://ninjatrader.com/support/help...ount_class.htm
    With it I could write the account variation to a file and then do some analysis with Excel.
    I could do it by running just one symbol at the time.
    But maybe there is a way to get the P&L for each symbol imagining I run 3 symbols at the same time using 3 separate charts.

    Is my thinking correct or are there some partial solution already in the forum that I couldn't locate?
    There used to be in NT7 the Executions.txt file to log the trades, does NT8 have something similar that I can analyze?
    Thank you!
    Last edited by giogio1; 10-11-2023, 11:31 PM.

    #2
    Hello giogio1,

    Thank you for your post.

    You are correct that you would need to use the Playback connection to run the strategy on market replay data or you would need to run it in real-time on a simulated account, as ATM strategies in NinjaScript do not process on historical data. While running the strategy, you could simply right-click a chart, then select Strategy Performance > Real-Time to view the results of your strategy since it has been enabled on a chart. This opens up a performance display that will give you items such as the PnL for that strategy instance on that chart. For more details, please see the help guide page, especially the header "Viewing strategy performance of a NinjaScript Strategy applied to a chart," here:


    Please let us know if we may be of further assistance.

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