Real Time Strategy Reporting

[met17]

I've been having some trouble gathering data on my real time strategies over a long period of time. I can gather data for about a week, but then I'll have to restart or update my laptop, I'll get a panic error, or I'll get disconnected somehow. Similarly if I disable the strategy and re-enable it, I lose all that real time data.

Is there something I'm missing when it comes to real time strategy performance across these instances?

Thank you!

[NinjaTrader_ChrisL]

Hi met17, thanks for posting.

The strategy will need to use Tick Replay or intra bar granularity to get intra bar calculations on the historical data. Our colleague Chelsea has a post here discussing the topic and we also have an example of intra bar granularity here.

To save the historical tick data as it comes in, you can record it under Tools>Options>Market Data> Record live data as historical.

Kind regards,
-ChrisL

[met17]

I think I understand what you mean, but I'm specifically talking about when you're running a strategy from the Strategies tab, enable it, right click then go to Strategy Performance > Real Time.

If I disable the strategy, I'll lose all the real time data and after re-enabling it there's no way to get that data back. It doesn't go to the historical portion from what I see.

I may be confusing something or not doing the intended workflow properly, but I guess what I'm asking is if there's a way to see all real time runs of a strategy after closing the application or disabling the strategy.

[NinjaTrader_ChrisL]

Hello met17,

The real time report is generated per strategy instance. If you need to save this data right click>Export to save the data to a .csv file before closing the platform. The script itself can also write to a CSV file (using .NET/C# code). There are many examples in a Google search:

https://www.google.com/search?q=write+to+a+.csv+file+C%23&rlz=1C1GCEA_enUS966US966&oq=write+to+a+.csv+file+C%23&aqs=chrome..69i57.4170j0j7&sourceid=chrome&ie=UTF-8

Kind regards.