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Historical trade database.

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    Historical trade database.

    Hi, can you tell me what fields are stored in the historical trade database and can that database be imported into excel?
    Tx, Stuart

    #2
    Hello kiwidtrader,

    Thank you for your post.

    You can right-click on the report and select Export and save the file. Then you can open that file in Excel.

    The Trades display shows all historical executions in a data grid. A Trade defined is a completed buy/sell or sell/buy transaction sorted by time and matched by the market position and quantity of the execution. Positions which have been scaled in or scaled out will be considered as separate trades.
    Note: If you are trading multiple NinjaScript strategies simultaneously on the same account, the logic used to pair trades is agnostic of executions which belong to a particular strategy, and will match trades based on the overall account position. This may cause the trade performance to calculate some statistics (such as Entry/Exit Pairing, Bars) differently than you are expecting. You can view a strategies individual performance from the Strategies tab
    Trade number The trade numbered by the sequence it occurred in the trade collection
    Instrument The Instrument on which the trade took place
    Account The Account the trade took place
    Strategy The NinjaScript or ATM strategy which generated the trade

    Notes: 1. ATM Strategies which have not been saved as a template will not be reflected (i.e., "Custom")
    2. The strategy needs to be active for its name to be shown
    Market position Indicates the position of the trade (long or short)
    Quantity The quantity of the execution
    Entry price The entry execution price of the trade
    Exit price The exit execution price of the trade
    Entry time The execution time of the entry of the trade
    Exit time The execution time of the exit of the trade
    Entry name A name for the entry execution of the trade (if specified by the strategy or action)
    Exit name A name for the exit execution of the trade (if specified by the strategy or action)
    Profit The profit of the individual trade
    Cumulative net profit Summation of all the profit earned by all your trades
    Commission Summation of commission applied to the entry and exit executions
    MAE Maximum adverse excursion (i.e., worst price trade reached – entry price)
    MFE Maximum favorable excursion (i.e., best price trade reached – entry price)
    ETD End Trade Drawdown (i.e., MFE - profit)
    Bars The number of bars between the entry and exit executions

    Note: Only applicable to NinjaScript strategy executions

    Tip: Please see the Statistic Definition section of the help guide for additional details regarding trade value calculations


    Please do not hesitate to contact us for any other NinjaTrader inquiries you may have.

    Shawn B.NinjaTrader Customer Service

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