NT8 - Accessing multiple strategy results?

[astef]

I would like to lunch multiple strategies (or the same strategy with different parameters)

Periodically I would like to review the results;

Can I access strategy performance results from one program and prepare summary and compare them?
.
I would like access all strategy performance data:
SystemPerformance.AllTrades
and detect which one preforms the best

My Real Trading strategy program should be able to go trough all simulated strategies which are running at the same time, I want to see which strategy performed the best in last 30 mins and change the real time parameters to the best one in last 30 mins

Any suggestions how to start?

Alternatively I can run various indicators in the same strategy, and place orders, but how to separate them?
how to create or access multiple copies of SystemPerformance.AllTrades?
Can I have separate SystemPerformace arrays for additional, different time frames?

If I add additional data series can I access results of trading from multiple data series separately? how?
AddDataSeries(Data.BarsPeriodType.Minute, 15); // BarsArray[2]

[NinjaTrader_PaulH]

Hello astef,

Thanks for your post.

You might start with right mouse clicking on each strategy to review the individual performance.

[sledge]

I think he means in real time strategy code.

[astef]

Hi Paul,
I am sorry, but It should be pretty clear that and I am asking for sample C# code (or direction how to write one) how to collect performance data from within C# program to collect perforce data from multiple strategies?
A

[NinjaTrader_PaulH]

Hello astef,

Thanks for your reply.

You could write the performance data from each strategy to a file and then write a performance evaluation of the data within the file.

[astef]

Thank you for your suggestion
I am after something a bit more advanced

I am wondering how to get access from one strategy to another and read to the trade collection?
SystemPerformance.AllTrades


I would like to have programs which reads the list of active strategies and can traverse trough SystemPerformace.AllTrades objects and compare trades etc

[NinjaTrader_PaulH]

Hello astef,

Thanks for your reply.

Regrettably there is nothing I can advise here as there are no methods available. If you like I would be glad to enter a feature request to "provide access to running strategies performance".

[astef]

thank you
that will be awesome;
I would like to lunch programmatically multiple strategies and walk trough SystemPerformance.AllTrades to see how they perform in real time