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Maximum DrawDown

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    Maximum DrawDown

    Hello,
    how you can determine the max. DD in the NT for each day?
    Let's say I have three instruments on which they trade positionally, but I want to see how the situation develops, and one of the data that i want to write daily max. DD as a whole.

    Thanks a lot

    #2
    Hi, thanks for your post.

    Max drawdown can be determined for the day by using the Account Performance tab on the Control Center. When you generate your Account Performance report for the day, it will display max drawdown for long trades, short trades, and all trades. Here is our help guide article that covers the Account Performance tab:

    Account Performance Tab from the NinjaTrader 7 Help Guide

    Please let us know if we may be of further assistance.
    <span class="name">Alex C.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

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      #3
      Thanks for your reply. This function I know.
      Is it possible to find out though that day there have been no deal?

      Comment


        #4
        Originally posted by fLife View Post
        Hello,
        how you can determine the max. DD in the NT for each day?
        Let's say I have three instruments on which they trade positionally, but I want to see how the situation develops, and one of the data that i want to write daily max. DD as a whole.

        Thanks a lot
        Are you asking about drawdown in price, or drawdown in trade equity?

        Comment


          #5
          Originally posted by koganam View Post
          Are you asking about drawdown in price, or drawdown in trade equity?
          Oh, so sorry. In trade equity. On my account.

          Comment


            #6
            Hello fLife,

            Thanks for your reply.

            To clarify are you just wanting what to be able to display the Max Drawdown of an order, as you see in the Account Performance tab, but you want to be able to see it calculate in real time?
            BrandonNinjaTrader Customer Service

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              #7
              To exemplify:
              I buy in monday CL, and NQ.And sell CL and NQ in friday.

              How much max. DD in monday, tuesday, wednesday, thursday and friday?
              I hope you understand me.

              Comment


                #8
                Hello fLife,

                Thanks for your reply.

                This would not be available within NinjaTrader. This would need to be custom coded using NinjaScript. If you do not know NinjaScript or do not have the time I would recommend contacting a 3rd party consultant to create this for you.
                BrandonNinjaTrader Customer Service

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                  #9
                  OK, i understand.
                  Thank a lot.

                  Comment

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