question about the period tab

[Thomas79]

Hi

After a backtesting, i'm watching the result by periods and i select daily.

my system is ran on the EURODOLL "exit on close" FALSE

i want to know how is distributed the P&L by day

for example, a position opened the 4th of September and closed the 5th with a profit of 1000$... the profit is distributed the 4th or the 5th ? or in pro rata between the 4th and the 5th ?

Thank you
Thomas

[NinjaTrader_Matthew]

Hello Thomas79,

Thank you for your post.

Realized PnL will be distributed on the day the position was closed.

[Thomas79]

sounds clear

thank you

[marcoheimann]

Hi,

searching for the periods tab of the strategy analyzer I found this post.

I wonder wherter there is an easy way to attribute PnL to the time the trade was opened?

I wrote a script to optimize for day of week, and could adapt it to time. But it would be a lot quicker to just go through differnt time perioods in the strategy analyzer and find out if there are times that the system entries have better results.

Best

Marco

[NinjaTrader_Bertrand]

Marco, you can also check out the Distribution graphs, it would allow you to for example see Pnls by Entry / Exit time in half hour or hourly intervals and help finding periods where the strategy should perhaps better stand aside.

[marcoheimann]

Hi Bertrand,

The distribution graph displays the same information as the periods tab. As I understand the system performance is calculted at the trade exit time, I would need the PnL for trade entry time.

Maybee I just don't see it but I cannot display PnL for entry time in distribution graph.

[NinjaTrader_Bertrand]

Did you try changing the time base in the SA?

[marcoheimann]

Wow, I can't believe I didn't see it!

Thanks a lot.