Adding custom tags/fields to strategy backtesting results

[PolarBear]

Hello fellow trading enthusiasts!

Here's my issue. I ran a lot of complicated strategy back testing, often with slight variations. For example let's say I have a particular type of 'formation' - a pattern that forms on different timeframes, for which I then look for suitable entry techniques.
I then have say 5 different entry techniques.

What I would like to do is add some custom fields (for example : int entryStratNum = 1->5 or more) to one of the reporting tabs in the strategy analyser. For example, it would be perfect if I could end up with some additional columns in the "executions" or "trades" tabs.
This would then allow me to export the data and analyze easily which setups are working well.

I realize there are other work arounds such as logging everything to file, but the above would be most suitable - if possible.

thanks

[NinjaTrader_Matthew]

Hello PolarBear,

While there is not a supported method to add custom fields, you can always export this data from the performance report into excel. From there you can add your own custom calculations.

[PolarBear]

Mathew,
you have completely missed my point. I'm well aware you can export the grid to excel or similar, which is what I mentioned I would do in the last step.

The point you have missed is that I want to add extra data from my code (at run-time when the backtest is running) to add say an extra column of information, such as which particular entry was executed on a particular trade.

[NinjaTrader_Matthew]

PolarBear,

Sorry for the confusion - I understand what you are looking to do and it is not supported. There is not a supported method to add extra data from your code into another extra column.

[PolarBear]

For those of you interested, there is a way around this, albeit not I think the best. I think it would be great to allow people to tag their trades through the code someway with an extra user field or something.

In any case, the only way I can see to do what I want to do is to (for example to test different entry, exit techniques on a similar strategy) is to encode these into a strategy user variable such as an int eg:
int entryStrat = 0;
then run an optimization, whereby you change the "entryStrat" variable through: 0, 1, 2,3 ,4 ... for as many things as you want to test.
In your code or each run you would only take the entry corresponding to the entryStrat variable.
The results would be tabulated and would report which entry technique was the best, etc.

cheers
PB