Strategy Analyzer / Drawdown per Trade ?

[spottysallrite]

Could you also add "Max drawdown per Trade" to all of these sections ?

[NinjaTrader_ChelseaB]

Hello spottysallrite,

This is posted in the Strategy Development section of the forums.

To confirm, you are developing a NinjaScript Strategy and trying to calculate the drawdown for each trade in the code of your strategy and print this to the output window or write this to file, is this correct?

Are you trying to create your own performance metric and intending to post in the General Development section of the forums?

Is this is a feature request that belongs in the Suggestions And Feedback section of the forums?

[spottysallrite]

This is a continuation of my posts on 12/7 regarding modifications to the Strategy Analyser, so please see those posts.

And, when you make this change, could you use "DD/T" for the abbreviation ?

[NinjaTrader_ChelseaB]

Hello spottysallrite,

I'm not certain of the specific post you are referring to and there is no link provided.

However, if you already have an open thread on this subject, it would be recommended to post in that thread as it is on the same subject. It is not recommended to make duplicate posts on the same subject.

If this is a new subject and this is a feature request and you are not inquiring about Strategy Development (the thread this was posted in), the appropriate place would be the Suggestions And Feedback section of the forums. Please let me know if you are making a feature request and would like this thread moved to the Suggestions And Feedback section of the forums.

[spottysallrite]

Ok, specifically those posts were "Strategy Analyzer / Avg Time in Mkt", "Strategy Analyzer/ MTR", and "Strategy Analyzer / Trade Efficiencies". Jesse, Emily, and Brandon knew exactly what I was talking about. I don't why you're having so much trouble.

[NinjaTrader_ChelseaB]

Hello spottysallrite,

As this is a duplicate post of an existing thread, may I please direct you to posting in the thread with that subject?

[spottysallrite]

Ok, where is that duplicate post ?

[NinjaTrader_ChelseaB]

Hello spottysallrite,

You have mentioned this is a duplicate of "Strategy Analyzer / Avg Time in Mkt", is this correct?

[spottysallrite]

No, I never mentioned that this is a duplicate of anything -- that was you.

[NinjaTrader_ChelseaB]

Hello spottysallrite,

To confirm, this is a new issue and is a feature request and is not a inquiry for assistance with strategy development, is this correct?

(Meaning you can do this now in a strategy with logic, but you are wanting to request that NinjaTrader implements this in the Strategy Builder?)

[spottysallrite]

Can somebody else at NT take this over (eg, Jesse, Emily). Chelsea is completely lost.

[spottysallrite]

Any comments from the moderators here ?

[Tasker-182]

From looking at your other posts it appears you are asking for some analysis results to be added to the summary page or other display pages and that is likely the confusing issue.

If you look at the "trades" display, you will find each trade listed along with the MAE per trade and this is what I think you are looking for. If you are unfamiliar with the analysis terms, please see the help guide definitions: https://ninjatrader.com/support/help...efinitions.htm

IMO, while it is certainly understandable to ask for changes to have it suit your needs, the end answer here will be that you are able to export any of the display pages to excel and from there arrange data displays however you wish. Everyone has a different idea of how to review and look at data, what NinjaTrader has provided is the data and a means to export it for your specific customized view.

I hope this helps.

[spottysallrite]

True, and I have done lots of those exports and further analysis on Excel. It would be easier and faster to have "Max drawdown per Trade" (ie, simply divide "Max. drawdown" by "Total # of trades") available.

And, this metric should be of great importance to all traders. That is, simply trying to minimize the max drawdown isn't sufficient because the max drawdown typically increases as the number of trades increases.

[Tasker-182]

Well, I would agree to disagree about " great importance to all traders" as this would be your opinion.

Concerning "...have "Max drawdown per Trade" (ie, simply divide "Max. drawdown" by "Total # of trades") available.". That would be the strategies simple average drawdown (it would be misleading to say max drawdown per trade based on an averaging process) which I as a trader would not find that of interest (compared to the actual real max drawdown per trade in the trades display) but as you say perhaps others would and to each their own, thus the ability to export would be the solution, imo.

You can ask for that as a feature request of course and that may help you to generate support for an idea that would demonstrate an idea that is of great importance to all traders by how many people actually add their support for the feature. I would suggest addressing NinjaTrader_Chelsea in your next post and say that you would like a feature request to "....".