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bulk export trades from WFO run (and Monte Carlo)

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    bulk export trades from WFO run (and Monte Carlo)

    I ran a Walk-forward opt simulation across 25 instruments and have over 60 out-of-sample test windows (over 6 months).

    1) Is there a quick way to bulk-export trades from all 25 instruments across 60 windows?Using the Trade tab is too slow as i've to click on 25X60 windows and Grid->SaveAsExcel.

    - for example, can i extract it easily from some log file on disk, if it's not in the UI?

    2) Similarly, would like to run a Monte Carlo simulation across all test-windows and ideally across all securities. Couldn't figure out a way to do so.

    thanks
    Kiran
    Last edited by kbellare; 09-13-2015, 05:19 PM. Reason: also ask how to export from log file

    #2
    Hello,

    Thank you for the questions.

    The only supported way using the platform to export to excel would be the use of the Right click -> Grid menu. Other users on the forum have experimented with excel interop dll's with marginal success, this could in theory be used in the strategy its self to log data you need directly to excel format. This would be something you would have to research if needed. As for the NInjaTrader generated information, this would need to be exported using the grid menu.

    Currently the monte carlo can only be accessed from the Trades tab, so this would currently only work on single trade sets or in a walk forward, only on one walkforward period at a time.

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

    Comment


      #3
      Originally posted by NinjaTrader_Jesse View Post
      Hello,

      Thank you for the questions.

      The only supported way using the platform to export to excel would be the use of the Right click -> Grid menu. Other users on the forum have experimented with excel interop dll's with marginal success, this could in theory be used in the strategy its self to log data you need directly to excel format. This would be something you would have to research if needed. As for the NInjaTrader generated information, this would need to be exported using the grid menu.

      Currently the monte carlo can only be accessed from the Trades tab, so this would currently only work on single trade sets or in a walk forward, only on one walkforward period at a time.

      Please let me know if I may be of further assistance.
      Hello,
      Is there any implementations on this topic in NT8 last version?
      Is there a quick way to export trades from a WFO optimization?
      Or up today is the use of the Right click the only supported way using the platform to export to excel?
      Is there someone that experimented with success the excel interop dll's related to this topic?

      Thanks
      G

      Comment


        #4
        Hello,
        Thank you for the post.

        This would still be basically the same answer, there has not been much changed for excel support specifically. You can still export grids from the right-click menu, but this would be limited to the GUI. This applies to basically all data grids in the platform, it would only be if you wanted to automate this process that you would need to use NinjaScript and the suggestions made previously.

        To export trades from a WFO, you would still need to use the right click menu. Alternatively, the strategy would need to implement the excel API dll and export results as it creates trades.

        I look forward to being of further assistance.
        JesseNinjaTrader Customer Service

        Comment

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