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Strategy Analyzer Cash Account Size

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    Strategy Analyzer Cash Account Size

    I've been searching for the initial Account Size of the Strategy Analyzer and read about some very strange calculation mehods depending of the inner performance of the strategy I am testing. The percentage is relative to ... what? I don't get it and I really don't understand why you can't just have a fixed (or adjustable) initial cash account size (e.g. 100.000$) for the Strategy Analyzer ... so I know at the end if I went from 100k to 150k and made 50% on the test period. Or is that just to simple and it needs to be something so complicated that nobody understands it (as I read in at least 15 forum threats)?

    #2
    Hello CSElliott,

    Thank you for your note.

    When backtesting there is no means to set the values of the account. You would instead implement internal calculations in your strategy to calculate and track your own custom values for the desired account values.

    So, you could add a user input for backtesting into the strategy and use that as the starting account value, then as you make trades you can use something like in this example to calculate how the profit and loss would affect the set account value:

    https://ninjatrader.com/support/help...nce_statis.htm

    Please let us know if we may be of further assistance to you.
    Kate W.NinjaTrader Customer Service

    Comment


      #3
      Hello Kate,

      thank s for your quick response. I still don't understand why it is not implemented as a standard and why it would be better to calculate the profits the way you do instead to an absolut figure? BTW .. the link you were sending is not working ... page not found!

      Comment


        #4
        Hello CSElliott,

        Thank you for your reply.

        That link in my previous reply seems to be working fine for me. I'll post it again just in case:

        https://ninjatrader.com/support/help...nce_statis.htm

        We do have a current feature request for there to be a fully functional account when backtesting that I have added a vote for you to. This request is being tracked under the number SFT-137.

        As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

        Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

        Please let us know if we may be of further assistance to you.
        Kate W.NinjaTrader Customer Service

        Comment

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