Backtesting

[n8dogg59]

I'm trying to find a quicker way to backtest ideas but don't have an extensive programming background. I'd like to test every time price pulls back to the 20 ema on a 1 min. See how much it bounces, the time it takes, how often it fails, things like that. Is there any way to do this in Ninjatrader and have it export all the data to excel? Thanks in advance for the help.

[NinjaTrader_ChelseaB]

Hello n8dogg59,

Thanks for your note.

This type of logic is possible but would take some custom code to achieve.
The Strategy Builder with a point and click interface is a great way to get started. However the Strategy Builder has some limitations, such as doing math for things like having counters.

Below I am providing a link to a forum post where I've outlined our training videos and some helpful 3rd party resources for getting started with NinjaScript.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/97575-sample-scripts?p=786040#post786040

And a link to an example of a counter.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/104533-strategy-builder-syntax?p=812260#post812260

I am happy to answer any questions you may have about NinjaScript if you decide to code this yourself.

You can also contact a professional NinjaScript Consultant who would be eager to create or modify this script at your request or assist you with your script. The NinjaTrader Ecosystem has affiliate contacts who provide educational as well as consulting services. Please let me know if you would like our business development follow up with you with a list of affiliate consultants who would be happy to create this script or any others at your request.


Results from grids, like a trades list can be exported and then opened in excel. Right-click the grid -> select Export.

https://ninjatrader.com/support/helpGuides/nt8/en-us/working_with_data_grids.htm

[n8dogg59]

Thank you so much for the info! This is definitely going to help.