Display the Open Equity

[Eagleline]

Hello,


I would like to display the yield curve , including all open positions to me. So I'm looking for a way to let me show the so-called open equity in NinjaTrader .
Especially in systems in which deviates significantly the holding period of several positions at the same time, of course, makes the viewing of the open positions on the current yield curve an important role .


Can anyone tell me how I calculated the " True Result " on me every day display and evaluate without much effort can?


For a tip, I would be very grateful .


Since I am not very powerful in the English language, I had the text in the Google Translator to translate and hope that it is understandable for you anyway .


many greetings
Falk

[NinjaTrader_PatrickH]

Hello Falk,

Thank you for your post and welcome to the NinjaTrader Support Forum!

While you can view the individaul unrealized PnL (Profit and Loss) upon the startegy in the Strategies tab of the Control Center, there is no option to pull up a Yield Curve on these open positions.

For information on running strategies in NinjaTrader please visit the following link: http://www.ninjatrader.com/support/h...strategies.htm
For information on account performance in NinjaTrader please visit the following link: http://www.ninjatrader.com/support/h...rmance_tab.htm

Please let me know if I may be of further assistance.

[Eagleline]

Thank you for your quick response and nice welcome here in the forum.


I am very surprised that there is no way to display the yield curve incl. The current profit / loss of open positions. This indeed lack the ability to "real" drawdown in backtest determine. Suppose I open 5 positions, which are then closed in profit all only 5 years later. In the Strategy Analyzer no drawdown is for me for this period can be seen, although the positions may have been massive loss in area thoroughly. But for meaningful capitalization the analysis of the actual maximum drawdowns for these five years is just unavoidable. How to evaluate the other users their programmed systems in terms of the real risk ?

[NinjaTrader_PatrickH]

Hello Eagleline,

Thank you for your response.

You can take a look at the Max Drawdown and MAE statitics for the maximum drawdown and rundown of your strategy performance. You can find details on the available statistic definitions at the following link: http://www.ninjatrader.com/support/h...efinitions.htm

Please let me know if you have any questions.

[Eagleline]

Hello Patrick,


Thank you for your reply, but the Max Drawdown from the standard statistics of NT refers only to closed positions. But in many still open trades, the maximum loss can be much higher (or lower) or have also occurred at a completely different time. Although the MAE may be a useful measure, but helps for the desired viewing in any way further. I can not imagine that any other users does not take the MD into account in his backtests, in which the open positions still are included.

[NinjaTrader_PatrickH]

Hello Eagleline,

Thank you for your response.

Are you running backtests or viewing Strategy Performence - Real-Time?