Save backtest results

[rontrade]

Hello NT support!

i'd like to know where is saved the backtest results using Strategy Analyzer toolbar on the hard disk to make archive?

thanks Ron

[NinjaTrader_RyanM1]

Hi Ron,

This is saved in the NinjaTrader database file.

Documents\NinjaTrader 7\db\NinjaTrader.sdf

[rontrade]

Hello Ryan!
thanks for answer. but there are two other question to this:
- this sdf file has a limited capaticy to store the data in maximum about 256 mb. is it normal, or the problem is at by me?how can I extend the capacity? I've tried make a new file, but give me an error during the next run the strategy opt.
- but the biggest problem is, when I reload the saved file it won't give me the profit graphs of the selected result. is it able to reach it or what can I to this? only contain the Summary datas...
thanks Ron

[NinjaTrader_RyanM1]

Is this database migrated from NinjaTrader 6.5? That would be the only expected reason to see a limit on db filesize. It may be worthwhile to rename it and start with a new one.

Preserving graphs in the report is unfortunately not possible. I have sent this request to our development team and it's been assigned ID # 243 in our tracking system. Thank you for the feedback.

[rontrade]

I'm using the latest NT7 and it will be created with it. yes, I made so, I rename it, and I created a new one. (I copied back the original sdf file). but it accured a new strategy analyser won't work perfectly. gives me an error...

[NinjaTrader_RyanM1]

Thanks. Can you please let us know the errors you're getting, and if reproducible with fresh database and built in strategy? Try saving the results after making a backtest using the provided SampleMaCrossOver strategy.

[rontrade]

Hello Ryan,

apologize for the late respond. I've tried many times this with fresh database and built in strategy. I was the fault. the problem only occured when I didn't restart the NT using the new sdf file. since, when I recognised the NT can't able to save the SA result, I swaped the file, without the restart and then occured this error. (so I must run the SA again)
but I have another question: what determine the horizontal blue line at Performance Graphs using Cumulative Profit report at currency/percent/point? as can be seen at each attached pictures.
- is there any comprehensive explanation understanding of graphs of various trade statistics apart from the NT help Understanding the Graphs tab section ?
- when I'd like to query the exact data of an column eg. at Dailiy Net Profit/Ditribution graphs it is very difficult to read it. Could You make it possible to sent this request to your development team?
Thanks Ron

[NinjaTrader_RyanM1]

Thanks for the follow up Ron, and glad to hear you identified what was contributing. Any time you work with files manually, we recommend NT is closed at the time.

Statistical definitions for all the performance calculations are available here:

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

I can see how this view can be difficult to get values at a specific point. I have submitted your request to our development team and it has been assigned tracking ID #1339. Maybe a data box could be added here similar to charts. Thank you for the feedback.

[rontrade]

Thnaks Ryan,

I've already read this section, you attached, but I haven't found the meaning of the horizontal line on distribution graphs not at all. what is the meaning? could you clarify me?
thanks for it. Ron

[NinjaTrader_RyanM1]

That would be the mean of distribution. If more data points are higher than lower, than would see a higher line.

[rontrade]

thanks Ryan,

I'd have other question. you attached the NT help section: Statistics Definitions. In this section I didn't find any information about the Distribution Graph. I can't right understand what is the basic differences between the Enter and Exit base time? Shall we see one period, the Hourly Distribution, at Entry has a profit, at Exit has loss at the same time e.g. 13:00. How should I interpret those? Could you clarify it? How are they calculated?

Thanks. Ron

[NinjaTrader_RyanM1]

Hi Ron,

All entry and exit times are based on the time stamp of the bar.

[rontrade]

ok, yes I know this, but let see an example: there is an profitable trade where the Enter long at price of 100 the Exit at a price of 110, so I have 10 unit profit. In this case how will be calculated the profit? Belong to Entry Graphs or Exit Graphs this profit? or to the both are calculated? Since the exit has 10 unit profit, not the entry. If this is added to only one graph the profit why there are two graphs? How are they calculated? Could you give me its equation?
please clarify, I'm total confused.

Thanks. Ron

[NinjaTrader_RyanM1]

Performance data is only based on trades. A trade requires an opening execution and closing execution.

EnterLong would be the opening execution, ExitLong the closing execution. Together they are a trade.

[Borsz]

Hi Ron,

This is saved in the NinjaTrader database file.

Documents\NinjaTrader 7\db\NinjaTrader.sdf

Hi Ryan,

I have a related problem with SA saved backtest results. After saving, I try to load it (click on "load backtest results") but the popup window is totally empty. Where are the saved results?

Is it possible to export complete backtest result (with profit graph, entries/exist shown on chart, trades, everything) in an another format (e.g. html)?

Thanks,
Borsz