Points Histogram to determine historical points distribution

[Trader.Jon]

Is it possible to add a frequency histograph to the Strategy Analyzer, something like Daily PnL, but based on #points instead of the calendar date? I think it would be very useful to determine useful target points per trade, especially in FX.

Thanks,
TJ

[NinjaTrader_RyanM1]

Hello Trader.Jon,

This may be possible with custom programming. Please see our strategy plot sample to get started on this.
Plotting from within a NinjaScript Strategy

You would most likely work with the performance class for this type of information:

http://www.ninjatrader.com/support/helpGuides/nt7/performance.htm

[Trader.Jon]

Standard in NT

Hello Trader.Jon,

This may be possible with custom programming. Please see our strategy plot sample to get started on this.
Plotting from within a NinjaScript Strategy

You would most likely work with the performance class for this type of information:
http://www.ninjatrader.com/support/h...erformance.htm

Ryan,

Thanks for the ideas ... that would be good for RT trading.

I was actually thinking of this as a requested enhancement / suggestion for NT7 enhancement (as part of the drop-down of graph options in the 'graphs' tab) in Strategy Analyzer, as part of backtesting. Sorry if my wording was not exact to share my idea correctly.

I had a similar ouput available as standard in FDC years ago when I used that for analysis.

Regards,
Jon

[NinjaTrader_Bertrand]

Thanks for the suggestion TJ, have you checked into the MAE & MFE graphs already? Those would help determining targets and stops as well.

[Trader.Jon]

Yes, I have, and they cant tell me how often a specific profit target was actually filled in a backtest. Example: if I use a trailing stop with variables in the rules it is very beneficial to know the % filled rate based on # of ticks from entry price.

Since you mentioned MAE MFE: it is a scatter graph with no option for histograph representation, a significant drwback when trying to find out how often a specific MAE MFE occurs visually when there are thousands of trades in a long backtest.

TJ

[NinjaTrader_RyanM1]

Thank you for the suggestions, Trader.Jon.

Another technique you may consider is exporting results to excel and generating graphs there.

[Trader.Jon]

Ryan,

Thanks. I hope it gets passed on to the development team.

I have had it on my 'to do' list for sometime, (as an export to excel), but the list neveer gets smaller