Need a 'Last Trade' column on Backtest results

[dave416]

I like to batch-optimize a particular strategy on a group of instruments within an index, for example the S&P 500. If I see too many 'sell' signals then I short the index either via the SPY ETF or the ES futures contract.

Unfortunately I need to browse through the results of 500 optimizations and make a note of the last trade on each one, manually record this into a spreadsheet, then do my analysis from there.

It would be very helpful if there could be a 'Last Trade' column available in the optimization results that could show what the last signal was. This way I could export the entire grid to Excel then do my analysis there.

Alternatives to this feature would be a 'Position' column showing the last position, or perhaps the ability to export all trades from all optimizations at once into Excel.

Thanks for listening! -Dave

[NinjaTrader_AdamP]

dave,

You could have some kind of simulated backtesting done by your strategy itself once it is attached to a chart or enabled, however it would be quite complicated with that many instruments.

Thanks for your suggestion, I will forward to development.

[dave416]

dave,

You could have some kind of simulated backtesting done by your strategy itself once it is attached to a chart or enabled, however it would be quite complicated with that many instruments.

Thanks for your suggestion, I will forward to development.

Thank you Adam, by 'complicated' I assume you mean taxing on the CPU, as opposed to complicated to program? or both?

Also, the subject of this thread should have read ...'last trade on optimize results', since I am optimizing for each instrument. The way i use this is very similar to a custom alert on the Market Analyzer window, except the parameters would be unique for each instrument. Maybe this is a better way to implement this.


I have about 20 different things on my NinjaTrader wish list - should I post each one of them here individually, or all in one thread?

cheers -Dave