Combined Results data

[zachj]

When running a strategy on multiple instruments the graphs are not available under combined results but only available for the individual instruments. I was looking to see the Graph for "Daily Net Profit" for all the instruments combined, is there any easy way to export all the trades to excel to combine all the data for the individual instruments so that I can manually create a graph in excel for the portfolio? Only way I can see is to export the data for each instrument one by one and than somehow merge all the individual excel sheets for each instrument.

I tried for weeks to create a strategy for a portfolio of instruments to run under one script but it seems impossible.

[NinjaTrader_ChelseaB]

Hi zachj,

Thanks for your note.

Have you already determined the Account Performance tab will not be able to provide you with the graph you would like?

The Account Performance does have the ability to group all trades for all instruments as well as the ability to not include accounts, instruments, atm strategy, or provider.

Below is a link to the help guide on the Account Performance tab.
http://www.ninjatrader.com/support/h...rmance_tab.htm

Without using this, your other option is to export the performance results of your strategy one at a time and combine them in excel.

To export any grid in NinjaTrader, right-click the grid (results) -> select Grid -> select Export to Excel....

[zachj]

How do you get all those tabs to show up across the top of the strategy analyzer? Positions, Accounts, Account Performance etc., I've never seen any of that before?

[NinjaTrader_ChelseaB]

Hi zachj,

These tabs are not available to the Strategy Analyzer and can be found in the Control Center. Because the Strategy Analyzer is for backtesting things such as position, accounts, account performance are not something this window would use.

Are these backtest results that you are wanting to combine and not orders that you have submitted to the Sim101 account or to your live broker?

If so, you will need to export these results individually and then combine them in excel.

[zachj]

Backtesting. Problem is if I'm backtesting 100 instruments or the whole nasdaq, exporting and combining all that data is ridiculous.

[NinjaTrader_ChelseaB]

Hi zachj,

Thanks for that information.

I agree that can be very time consuming.

I will forward this inquiry to our development department as a feature request in your behalf to be considered for a future release of NinjaTrader.

Thank you for the great suggestion to improve NinjaTrader.

[zachj]

How about is there anyway I can have it print to the output window the daily net profit and date for all the trades it takes for every instrument in the backtest? I was given this line below but it's showing the cumulative, was hoping I could get just each day individually if possible?

{
EnterLong(200);
Print(Performance.AllTrades.TradesPerformance.Poin ts.CumProfit - priorTradesCumProfit);
Print(Times[2][0].ToString());
}

[NinjaTrader_ChelseaB]

Hi zachj,

Unfortunately, we are not aware of any supported method that would allow for this.

The difficulty is getting all trades for an account for a specific day. Currently, there is not a way to do this.

However, I do think you've got a great suggestion here. I will forward this to our development department as a feature request in your behalf.

Thank you for a great suggestion to improve NinjaTrader!

[Gfroce237]

I think I had a similar question. Look here and see if this is will get you what you want?

NinjaScript>Educational Resources>Tips>Multi-Time Frame & Instruments

Basically you run the strategy for a single instrument, but WITHIN the strategy you manually "ADD" all the other instruments you are interested in. Kind of time consuming, but you only have to do this ONCE.

Once you have all your desired instruments added, you can run, and then view all trades under one entry.

QUESTION:
My next question however is how do I allow my strategy to open multiple positions simultaneously?? It seems like the default is to only allow a single open position at a time?

[zachj]

IDK if your backtesting or talking about running live but either way you would have to have a different EnterLong for each instrument if your talking about triggering different instruments seperately from one script. Or I have had some success with creating a for loop to run all the Added instruments through one code piece of EnterLong. For example for 3 different instruments with 0 index being the first instrument
for (int instrument= 0; instrument< 3; instrument++)
if (BarsInProgress == instrument)
{
//conditions for entry
EnterLong()
}
and make sure you use unique entries.

[NinjaTrader_ChelseaB]

Keep in mind that the EnterLong does have a barsInProgressIndex overload method.

For example:

EnterLong(2, 1, "entryOrder");
EnterLong(int barsInProgressIndex, int quantity, string signalName)

[NinjaTrader_ChelseaB]

Hello zachj,

I wanted to let you know I have received a reply from our development department.

Your suggestion to export backtest results from many instruments to one excel workbook, has been submitted and accepted for consideration for a future NinjaTrader release by our product development team. We will be tracking this suggestion using ID #1620 in our system.

Thanks again for the great suggestion to improve NinjaTrader.

[zachj]

Oh that's good to hear, if they could get the graphs/charts to show up for the "Combined Results" for a backtest too that would be incredible. I have managed to run the whole s&p 500 through one script using a for loop routing the "Add's" through the BIP(had to "Add" 500 symbols into initialize) so that I could see the graphs for a whole portfolio but it eats up a lot processing power & time.

[NinjaTrader_ChelseaB]

Hi zachj,

if they could get the graphs/charts to show up for the "Combined Results" for a backtest too that would be incredible

I've added this as a separate request. I'll let you know when I receive a tracking ID for it.

[NinjaTrader_ChelseaB]

Hi zachj,

Your request to have graphs for combined strategy analyzer results has been accepted with the tracking ID #22.

Thanks again for the great suggestions!