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    performance metric question

    Hello,
    I'm studying performance metric. I would for first step understand how to print a particular performance metric value on output.
    For this pourpose, I wrote a sample strategy where i would print the cumulative profit of each trade on the output.( I used cumulative profit just because it's already in the platform performance metric sample!!!)
    I added the NT sample sumcumprofit (... but I could use another permormance metric, I'm not interseting in cumprofit) in the strategy but i don't know how to print the cum profit value.
    Can you give me some advice please? Thank you in advance!



    public class PrintPerformancemetric : Strategy
    {

    NinjaTrader.NinjaScript.PerformanceMetrics.SampleC umProfit myProfit;

    protected override void OnStateChange()
    {
    if (State == State.SetDefaults)
    {
    Description = @"Enter the description for your new custom Strategy here.";
    Name = "PrintPerformancemetric";
    Calculate = Calculate.OnBarClose;
    EntriesPerDirection = 1;
    EntryHandling = EntryHandling.AllEntries;
    IsExitOnSessionCloseStrategy = true;
    ExitOnSessionCloseSeconds = 30;
    IsFillLimitOnTouch = false;
    MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
    OrderFillResolution = OrderFillResolution.Standard;
    Slippage = 0;
    StartBehavior = StartBehavior.WaitUntilFlat;
    TimeInForce = TimeInForce.Gtc;
    TraceOrders = false;
    RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
    StopTargetHandling = StopTargetHandling.PerEntryExecution;
    BarsRequiredToTrade = 20;
    // Disable this property for performance gains in Strategy Analyzer optimizations
    // See the Help Guide for additional information
    IsInstantiatedOnEachOptimizationIteration = true;
    }
    else if (State == State.Configure)
    {
    myProfit = new NinjaTrader.NinjaScript.PerformanceMetrics.SampleC umProfit();
    AddPerformanceMetric(new NinjaTrader.NinjaScript.PerformanceMetrics.SampleC umProfit());

    SetProfitTarget(CalculationMode.Ticks, 20);
    SetStopLoss(CalculationMode.Ticks, 20);

    }
    }

    protected override void OnBarUpdate()
    {
    if(CurrentBar<10)
    return;

    if(High[0]>High[1])
    EnterLong();

    // I would print samplecumprofit of each trade on the output...

    }
    Last edited by zteck; 11-07-2017, 08:05 AM.

    #2
    Hello zteck,

    Thank you for your note.

    The link below if added to your script will print the SampleCumProfit to the Output window.
    https://ninjatrader.com/support/help...ncemetrics.htm

    I have provided a screen shot demonstrating this.

    Please let us know if you need further assistance.
    Attached Files
    Alan P.NinjaTrader Customer Service

    Comment


      #3
      Thank you so much for the help ALanP!!!
      I haveanother question about performance metric... How can I see a performance metric on the strategy analyzer grid?

      Comment


        #4
        Hello zteck,

        You would enable these under Tools>Options.

        At the following link, please see next to Custom performance metric(s),
        https://ninjatrader.com/support/help...al_section.htm

        Please let us know if you need further assistance.
        Alan P.NinjaTrader Customer Service

        Comment

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