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strategy analyzer question
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strategy analyzer question
Hello on the analyzer is there a way to simulate your account balance and also on the order quality instead of having a fixed quality when testing groups of stocks can it be set to split evenly by% for example you have a 25K account and you are testing 50 stocks at once and you want the 25K to be split evenly between the 50 stocks by % being that the stock range from $5 to over $200 in would have to be by% -
Hello wallace15269
Thank you for your post.
Unfortunately there is not a method to simulate an account that is used in the Strategy Analyzer. account values are not shown in the Strategy Analyzer. Rather performance statistics for the backtest performed will display.
Let us know if we may assist further.Eric B.NinjaTrader Customer Service
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Hello wallace15269,
Thanks for the reply.
You could use the AccountSize property and the size of your orders will calculate based on that value.
For equities: AccountSize / Current Close Price will be used when you set "Set order quantity" property to "by account size".
The help guide page notes that this value is not dynamic and you must manage a variable of your own if you would like the calculation to consider the new account value.
Other than this option you would have to write logic in your strategy that accomplishes this, you can use GetAccountValue() to get your cash value.
https://ninjatrader.com/support/help...ccountsize.htm - AccountSize
https://ninjatrader.com/support/help...countvalue.htm - GetAccountValue()
Please let us know if we may be of any further assistance.Chris L.NinjaTrader Customer Service
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