backtest forex and currency

[benoit29]

Hello


when I backtest Forex ( eurusd ) I do not manage to obtain a total net real profit.( in currency)

The sums calculated by strategy to analyze does not take into account the initial balance

and the value of the tick. you could help me to solve this problem please?


thanks for your answer

[NinjaTrader_Joydeep]

Hello benoit29,
Thanks for writing in and I am happy to assist you.

To assist you further may I know what code you have used to calculate the PnL.

I look forward to assisting you further.

[benoit29]

hi

what you mean by " may I know what code you have used to calculate the PnL." is of a

part of the code of the strategy or is it an available variable in ninjatrader;

I used the services of a programmer for my strategy and I do not understand for what you

ask me

thank you

[NinjaTrader_Joydeep]

Hello beoit29,
The net profit wont take into account the initial account balance. The net profit will only show the net PnL of the trades taken (during the backtest).

Please refer here to know more about how NinjaTrader calculates the various statistical values http://www.ninjatrader.com/support/h...efinitions.htm

[benoit29]

hello

thanks for your answer

For a better understanding I send you a screenshot of a backtest made on the eurusd. the balance entered manual worker is equal to 1000000 and the tickvalue is equal to 10.

I do not understand figures surrounded in red on the file.

Thank you

[NinjaTrader_Joydeep]

Hello benoit29,
In the strategy parameter what order quantity you have set?

Please set the field Set Order quantity to by default quantity and define a quantity and then run the backtest. Please see the attached screenshot which demonstrates it.

[benoit29]

hello

The code of the strategy uses rules of moneymanagement; in "the order properties " the

set order quantities is marked there by strategy


the Programmer has he forgotten a parameter in the code?

Furthermore is it normal that cumulative profit of all trades is not equal to the sum of cumulative profit of long and shorts trade?

thank you very much

[NinjaTrader_Joydeep]

Hello benoit29,
Unfortunately I have no way to say if the NinjaScript code has programming errors or not. Please contact your programmer and clarify it with him.

Cumulative profit should match. Please refer here to get an idea how NinjaTrader calculates various statistical values

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

Please let me know if I can assist you any further.