Method to Calc Stats by Date-Range?

[lavalampmj]

The Performance Object holds all trades and trade performance data for a strategy.

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

There are 4 collections of trade statistics, AllTrades, LongTrades, LosingTrades and RealTimeTrades.

In the NinjaControl Center>Account Performance there is UI to enable generation of statistics by date range. Given that the capability exists infers there must be a method to create these stats.

It would be most helpful to understand what methods / collections are available, ( documented or not ) to enable custom datetime range stats?

The availability of user defined programmatic datetime range stats would save me a lot of work and would enable me to leverage the trade object / stats methods and not recreate the wheel. Thanks in advance for any suggestions how I can programmatically create defined collections of stats by datetime ranges.

[NinjaTrader_Bertrand]

Hi lavalampmj, your understanding is unfortunately correct here, there's nothing I could point to method wise to query those custom stats, I'm only aware of the nondocumented Dictionaries that would hold the ByHour, Day, Week etc information, however not what you would directly need.

[lavalampmj]

Actually the by hour , by day etc Dictionaries don't quite get to what I am seeking. They are calculated by time slice over all the available data within the specific collection.

What I seek to do is really create my own arbitrary collection bounded by any start and end datetimes.

Unfortunately, this means starting with the atomic trade object and building my own collection from there, which also infers having to rebuild the all the stats because their methods are not available either.

As stated previously, this capability already exists in NinjaTrader's performance UI. It would be most helpful to expose it in a method. I'd be happy to use a read only interface.

This would be useful for comparing stats over any user defined time periods, such as when I change parameters on a strategy and many other cases.

Please consider this an enhancement request.

[NinjaTrader_ChelseaB]

Hello lavalampmj,

Thank you for your feedback and suggestions. We value your opinions and they will be considered in our feature discussion for a future NinjaTrader release.

I do agree that being able to query performance statistics for a given time period within NinjaScript code would be very useful. I have forwarded this as a feature request in your behalf to our development department.

[NinjaTrader_ChelseaB]

Hi lavalampmj,

Your suggestion 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 #2614 in our system.