Optimize strategy performance by limit order name

[coconut]

Hello everyone,

I was just wondering if I can code an optimization fitness file that I can rank the performance by the order name it submitted in backtest.

Here's an example:

I submit only limit orders in my strategy using unmanaged method, and for each order it has a name, like "STOP LOSS" or "PROFIT TARGET", "LONG #1", ''BREAKEVEN" etc.

What I want to do is I can tell the optimization to detect whether all types of orders have been triggered, so that I know those functions are truly kicking in. However because they are all limit orders and only carry different names, I wonder how can I detect them.

Thanks,

Ye

[NinjaTrader_CalH]

Hello Ye,

Thank you for your note.

This is currently not available with NinjaTrader 7.

However this was added for NinjaTrader 8 from the available PDF-
http://www.ninjatrader.com/downloads...njaTrader8.pdf

[coconut]

Appreciate the help and quick reply.

[craunico]

strategy analyzer and TDOM Indicator

I am using a 3rd part indicator from Larry Williams. Its called his "Trading Day of the Month"
(TDOM) In trade station, the strategy optimizer can be used to take this indicator and historically backtest any month and give the days that has been best to go long or short a particular instrument. For example, for the month of August could show 23 days and the 3rd through the 6th may show 11 out of the past 12 years, those days made 5,000 on the long side.
My question is, I can't get this to work in NT 7 and was wondering if anyone else has ever used this indicator on this platform. If not, I am hoping the new version will allow it.

Thanks
WAC

[NinjaTrader_PatrickH]

Hello craunico,

Thank you for your post.

I would recommend starting your own thread on this item and/or contacting the developer for assistance in running their indicator in NinjaScript strategies.