Using Market Replay Stats

[Auric]

One of the frustrating things about Market Replay is that you cannot keep the trade performance record (the "grid") from session to session. So I have taken the advice in another thread and export every day's grid over to excel so I can at least have my whole history from season to session. And now i have a bunch of spreadsheet tabs. So now how do I stitch it a together to get some stats like average win/loss, profit factor, etc? I'd love to see it native in NT but don't know how to import it all back in, etc or if that even makes sense. Is there another good tool to do that with?

Has anyone had these same issues? Does this make sense or am I going about this in the wrong way? Thanks.

[sledge]

One of the frustrating things about Market Replay is that you cannot keep the trade performance record (the "grid") from session to session. So I have taken the advice in another thread and export every day's grid over to excel so I can at least have my whole history from season to session. And now i have a bunch of spreadsheet tabs. So now how do I stitch it a together to get some stats like average win/loss, profit factor, etc? I'd love to see it native in NT but don't know how to import it all back in, etc or if that even makes sense. Is there another good tool to do that with?

Has anyone had these same issues? Does this make sense or am I going about this in the wrong way? Thanks.

If you are trading more than 1 contract, you maybe seeing fills at different levels, and your trade performance stats are worthless since each contract now becomes a separate trade. There is a trick or two to prevent that from happening - but it doesn't always work either.

There is some posts here about using market replay across contracts, someone posted here and told me how...but I never attempted since my 2008 laptop/2006 desktop can barely handle 1 contract over 3 months.

[Auric]

Anyone have any idea how to aggregate the trade history I'm keeping in excel in order to get stats out of it?

[NinjaTrader_JC]

Hello Auric,

I will forward your suggestion to our development team for consideration on the next major release of NinjaTrader.

As for aggregating the trade history you may consolidate multiple pages like in the following link:

http://video.about.com/spreadsheets/Merge-Spreadsheets-in-Excel.htm

The only thing is that when you export the Data from NinjaTrader into Excel is that the formula's are not going to be inside of Excel and NinjaTrader is going to calculate them internally. So if you do merge or copy them all into one sheet you would have to do the calculations manual.

Attached is an Excel Documents demonstrating how Cumulative Profit is calculated in excel that you may use as an example.

For a list of the other different Statistic calculations you may view our Help Guide at the following link.

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