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Exporting backtesting data for Futures with custom price entry/exit signals

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    Exporting backtesting data for Futures with custom price entry/exit signals

    Hey guys. Is there any way to export historical data that has my strategy posted onto it? The reason I ask is because my strategy includes different price entry/exit signals. (ie: entering at the previous day's low and exiting at the open of the current day)

    I've tried using tradingview's backtesting feature, but when I open the "list of trades" tab. All of the price entry and exit signals are listed at the open of each bar.

    I've been trading for a couple of years now and I'm learning more about backtesting as I go along.

    Any help would be appreciated.

    #2
    Hello pssumking93,

    Thanks for your post.

    I'm not entirely certain I understand what you are looking for so if my reply does not meet your needs, please feel free to restate in another way.

    On the chart where your strategy is running, you can right mouse click and select Strategy performance which will provide data in the same manner as the Trade Performance except that this would be specific to your strategy only. In the strategy performance you can choose "trades" which will show all of the trades made along with their specific time and price entry exit points. You can right mouse click on any table and select export to save the results in an excel type format, or other formats.

    If you would like information about backtesting in NinjaTrader, please see the help guide here: https://ninjatrader.com/support/help...y_analyzer.htm

    Paul H.NinjaTrader Customer Service

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      #3
      Thank you so much for responding! I've been playing with the platform as of late, and I'm struggling to find a way to enter specific price entry/exit points for the strategy. The closest thing that I have found is the "Print" feature. But I'm unsure if that will post my specific price entry/exit on the trades list. Any advice/help is greatly appreciated.

      Comment


        #4
        Hello pssumking93,

        Thanks for your reply.

        If I understand correctly, from a strategy you want to replicate the information that is available in the strategy performance report regarding entry/exit price levels and time?

        If you have created your strategy in Ninjascript, you can certainly get the order name price and time data and send it to the print window. Here is a link to an example that may give you some ideas: https://ninjatrader.com/support/help..._and_profi.htm

        If your strategy was created in the strategy builder then that information would not be available.
        Paul H.NinjaTrader Customer Service

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          #5
          Yes that is correct. That way when I backtest, I have the exact price entry/exit points. So with this feature, would I be able to list the entry at the previous bar's low and list the exit at the current bar's close? I'm still relatively new to this platform, so forgive me if this is a silly question.

          Comment


            #6
            Hello pssumking93,

            Thanks for your reply.

            Sorry for the confusion but I'm still not clear. When you run a back test the strategy analyzer will automatically show on the chart in the strategy analyzer the entry and exit points with triangles to indicate the bar and the price level. I've attached a screenshot of what i mean.

            Click image for larger version

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            Here is a link to the strategy analyzer help guide which also contains a video of use: https://ninjatrader.com/support/help...y_analyzer.htm

            If this does not answer you questions, please feel free to post a screenshot to clarify what it is that you want to do.

            Paul H.NinjaTrader Customer Service

            Comment


              #7
              Sorry for the confusion. Been working with Ninjascript for a bit and I'm trying to code for specific entry and exit signals. I'm still learning about all of the coding aspects.

              I've attached a picture just to better illustrate what I want my entry and exit points to be.

              https://ninjatrader.com/support/foru...tch?id=1079661

              Please refer to the bars highlighted in the oval. The orange drawings indicate my entry and exit signals. With the entry being at the previous day's low and the exit being at the current day's close.

              Comment


                #8
                Hello pssumking93,

                Thanks for your reply.

                I see you have opened another thread on what seems to be the same subject as your post #7, here: https://ninjatrader.com/support/foru...-of-three-bars To avoid further confusion I would suggest working in that thread as the title of this thread is "Exporting backtesting data for Futures with custom price entry/exit signals", thanks for your understanding.
                Paul H.NinjaTrader Customer Service

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