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Getting the lowdown on a strategy

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    Getting the lowdown on a strategy

    Hi,
    The Trade Performance report looks interesting, but as near as I can tell it doesn't quite meet my needs.I have several strategies I am trying to test out.

    I need to be able to run a report that is filterable by strategy, account, instrument, and start and end dates. Then, when it runs, have it report only on realtime trades taken for the period selected.

    Right-clicking on a strat and choosing Strat Performance/Realtime seems to get me close, but seems to bring back only data for the current session. Ideally, I would like to be able to select a range of dates for this and bring back realtime trades taken for the period selected.

    As regards choosing Strat Performance/Realtime and Historical, I have a question. Does the historical part include previous realtime trades or just the manufactured trades or a combination of both? Is there a way to telling "No manufactured trades?"

    To give you an example,suppose on June 1st I start my strat. It runs for a week and does it's thing. Now, I take a week vacation and shut down nt. I come back, fire up nt and my strat again. A week later I want to see how my strat did for the month so far. I am not interested in hypothetical trades that may have occurred while I was on vacation. I just want to see a report for what my strat REALLY did for the time frame.
    Is this doable somehow? If so, lead on!, If not, pretty please!?!?
    Thanks ... Ed

    #2
    Hello edstaffin,

    Thank you for your note.

    You can enable Tick Replay. This would allow for more realistic trades, yet still hypothetical. Below are details on Tick Replay, if this is not what you are looking for please provide a bit more clarity on the difference between what you refer to as "hypothetical trades" and "what my strat REALLY did for the time frame".

    Tick Replay uses tick data from your data provider, so you need a historical tick data provider. This allows for intra-bar executions and calculations. For more information please visit the following link: http://ninjatrader.com/support/helpG...ick_replay.htm

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      #3
      Hi,
      Thanks for the quick reply.
      In my original posting I said,

      "I need to be able to run a report that is filterable by strategy, account, instrument, and start and end dates. Then, when it runs, have it report only on realtime trades taken for the period selected."

      This is the most important thing. As for what my strat REALLY did, I refer you to the quote above. Only I might add that I want the report WITHOUT any hypotheticals. That is precisely what I am trying to make sure is eliminated from any report.
      Thanks ... Ed
      Last edited by edstaffin; 11-27-2015, 06:26 AM.

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        #4
        Hello edstaffin,

        Thank you for your patience.

        I was looking more for your definition of a "real-time" trade on historical data. As the trade is still in backtest over historical data, I would need more information.

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          #5
          I'm not sure I understand what you are referring to. However, since I last posted on this b7 has come out and the Trade Performance report seems to work adequately. I say adequately because it still cannot filter on strategy.
          Thanks ... Ed

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