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Measure a quarterly instrument over a year?

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    Measure a quarterly instrument over a year?

    How can I best measure the performance of a quarterly instrument, over the course of a year?

    I'm testing a strategy on the ES, which is a quarterly instrument. I can certainly run a strategy for the quarter. Under Account Performance tab, then I can generate a report, to measure the overall performance of that strategy.

    The challenge I have is, when I want to do this over a full year, measuring overall. I can seemingly only run a strategy by a quarter. Then, for the year, I need to add up the four quarterly results, and calculate myself.

    As an example, for 2016, I run my strategy for Q1 2016, and generate the strategy results. Then, I restart and run my strategy for Q2 2016, and generate the strategy results. I then need to merge the Q1 strategy results, into the Q2 strategy results by hand. Ditto for Q3 and Q4.

    Instead, I just rather run the strategy for the entire 2016 overall all the quarterly instruments, and have the performance calculated.

    Possible? Thanks again.

    #2
    Hello timmbbo,

    Thanks for your post.

    In the strategy analyzer, you can specify the begin and end date of the analysis and the instrument to analyze. NinjaTrader will retrieve the data needed by each contract over the period specified. For example in the strategy analyzer enter the dates of 01/01/2016 and 12/31/2016, enter the instrument ES 12-17. Ninjatrader will use the rollover dates in the master instrument to determine the contract in effect at the time(s) and will pull the needed historical data.
    Paul H.NinjaTrader Customer Service

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