Profit and Loss series in back test

[nikkk]

Need to access past ProfitAndLoss series (f.e. daily, or of past trades) from within the strategy.
How can I do it?

Nik

[NinjaTrader_Ben]

Hello,

These are your options with trade performance statistics:

http://www.ninjatrader-support2.com/vb/showthread.php?t=4084

Or is this what you are looking for:

http://www.ninjatrader-support.com/HelpGuideV6/GetProfitLoss.html

[nikkk]

Hello,

These are your options with trade performance statistics:

http://www.ninjatrader-support2.com/vb/showthread.php?t=4084

Or is this what you are looking for:
http://www.ninjatrader-support.com/H...rofitLoss.html

the first one.
thanks a lot.

Nik

[nikkk]

Hello,

I have another question:
is it possible to feed PnL series into Indicator?

Nik

[NinjaTrader_Bertrand]

Nik, unfortunately this is not supported.

[nikkk]

after a while I have succeeded to make what i wanted.

In short program looks like this:

using System.Collections;

namespace NinjaTrader.Strategy
{
///<summary>
/// Enter the description of your strategy here
///</summary>
[Description("Dumb strategy")]
public class myDumbStrategy : Strategy
{

#region Variables
.
private ArrayList vecPnL = null;
private ArrayList cumPnL = null;
int lastTradeIndex=0;
.
#endregion
protected override void Initialize()
{
.
vecPnL = new ArrayList();
cumPnL = new ArrayList();
lastTradeIndex=0;
.
}

protected override void OnBarUpdate()
...
if(ToDay(Time[0])!=ToDay(Time[1])) {
//Print("Today " + ToDay(Time[1]));
double pnl=0;
for(int k=lastTradeIndex;k<Performance.AllTrades.Count;k++ ) {
if(ToDay(Time[1])==ToDay(Performance.AllTrades[k].Entry.Time)) {
pnl+=Math.Round(Performance.AllTrades[k].ProfitCurrency,2);

}; // end-if
}; // end-for
vecPnL.Add(pnl);
if(vecPnL.Count>1) cumPnL.Add(pnl+(double)cumPnL[cumPnL.Count-1]);
else cumPnL.Add(pnl);
lastTradeIndex = Performance.AllTrades.Count-1;
...
} // Day
...
} // onUpdate
...
} // dumbStrategy

maybe some lines are missing, but I hope the idea is clear.


Another question:

How to Print() out of Indicator into Output screen?

[NinjaTrader_Bertrand]

nikkk, you could just use the Print() command for this, then open the output window from Control Center > Tools.

[nikkk]

nikkk, you could just use the Print() command for this, then open the output window from Control Center > Tools.

I see. My problem is that I have created a special object which contains library of various stat.functions:

namespace NinjaTrader.Indicator {
public class StatLib
{
public static double Freq(double x) {
... calculated Frequency integral ...
}
and others
}

from Strategy code I simply use

...
StatLib.Freq(y);
...

sometimes these functions I need to debug

[NinjaTrader_Bertrand]

You could also add Print() statements to those convenience functions / methods then for debugging.

[nikkk]

You could also add Print() statements to those convenience functions / methods then for debugging.

when I do, compiler says:
The name "Print" does not exist in the current context

[NinjaTrader_Bertrand]

Is this liberay created in NinjaScript or loaded externally via DLL assembly?

If in NinjaScript please provide a exact sample call of the Print function you were attempting to use.

Thanks

[nikkk]

Is this liberay created in NinjaScript or loaded externally via DLL assembly?

If in NinjaScript please provide a exact sample call of the Print function you were attempting to use.

Thanks

here is an Indicator called MyLib

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion
using System.Collections;
namespace NinjaTrader.Indicator
{
public class MyLib
{
public static double SUMPRODUCT(ArrayList vec1,ArrayList vec2) {
double m3 = 0.0;
Print("m");
for(int k2=0;k2<vec2.Count;k2++) {
m3+=(double)vec1[k2]*(double)vec2[k2];
}
return m3;
}

} // MyLib
}

[NinjaTrader_Bertrand]

nikkk, please retry with proper scope, i.e.

public class MyLib : Indicator