Profit/Loss in automated trading

[Dr Ben]

Hi,

I am beta testing a compiled NinjaTrader automated trading strategy that looks at multiple range bars; apparently using Strategy Analyzer's backtest or optimizer does not work in such cases (maybe NT7 would work?), it produces no trades.

I am wondering if there is (or it is not too hard to write) an indicator that could be added to the chart where the strategy is running that would print on the chart the strategy's cumulative Profit/Loss results in real time. I have no way to open and edit the strategy's script to add this feature there.

Thanks in advance for any help!

Dr Ben

[NinjaTrader_JoshP]

Dr Ben,

Backtesting multiple time framed strategies does work in 6.5. You will need to debug it out to figure out what is causing it issues to not work in a backtest.

Since you are unable to see the code though, unfortunately there is little you can do to debug though. Indicators also are not capable of printing strategy PnLs. You would have to go back to the original author and request such a feature.

[Dr Ben]

What could be the issue?

Hi Josh,

Thanks for your prompt reply.

If the stratey runs fine in real time and backtests results fine when activated in a chart, what could be the issue with backtesting it in Strategy Analizer?

I thought that the issue was multiple range bar frames (the strategy is based on Range Bar analysis) as opposed to multiple time frames, but maybe there is some other problem? Any hints on what to look for?

Thanks,

Dr Ben

[NinjaTrader_JoshP]

Dr Ben,

Please check the Control Center logs for any errors. What are you settings for Min Bars required? You need all of your bar series to meet the minimum bars requirement before the strategy will start also. See if that helps.