• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Strategy Analyzer - How to see the most profitable trade, even if it is negative

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Strategy Analyzer - How to see the most profitable trade, even if it is negative

    What is the correct setting/configuration when optimizing in the Strategy Analyzer if you want see if there was any trade for every stock in your stock symbol list?

    My goal is to see the most profitable trade that happened in the backtest, even if it is a negative number.

    If you optimize on “Max. net profit”, any stock that has all negative trades will show a “0.00%” return if the “Total net profit” column. The trades that did exist are hidden from view by the collapsed arrow by the stock name.

    If you don't expand the arrow, you would not know that a trade had triggered. This becomes unwieldy when backtesting hundreds of stocks.

    Thanks in advance.
    Last edited by ArmKnuckle; 12-19-2017, 02:56 AM.

    #2
    Hello ArmKnuckle,

    Thanks for opening the thread.

    When I run an optimization backtest for max net profit on the SP-500 instrument list, I don't see 0 values for Total net Profit except for instruments that have a Gross profit equal to Gross Loss. I also see a value for # of trades so I don't see anything misleading with the results. (See attached.) I will be happy to run an example backtest if you notice some results that look misleading.

    For your goal, I do not think you can accomplish seeing what the most profitable trade between all instruments is without using a custom performance metric. The provided performance metrics will tell you fitness information relating profit to loss or to a number of trades, etc. You only wish to know which instrument had the most profitable trade, disregarding other factors.

    I've included some information on the Performance Metrics we have available and our documentation on creating custom performance metrics. You may also view the example SampleCumProfit Performance Metric in the NinjaScript Editor for a working example. Custom Performance Metrics can be enabled from the Control Center under Tools > Options > General.

    Optimization Fitness Metrics - https://ninjatrader.com/support/help...ss_metrics.htm

    Performance Metrics - https://ninjatrader.com/support/help...ce_metrics.htm

    Please let me know if I may be of further assistance.
    Attached Files
    JimNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by Captain_Qwark, Today, 10:55 AM
    3 responses
    19 views
    0 likes
    Last Post NinjaTrader_PaulH  
    Started by kmpc1, Today, 11:03 AM
    1 response
    13 views
    0 likes
    Last Post NinjaTrader_PatrickG  
    Started by jransom, Today, 09:08 AM
    1 response
    19 views
    0 likes
    Last Post NinjaTrader_Kate  
    Started by mtamaku, Today, 09:19 AM
    0 responses
    23 views
    0 likes
    Last Post mtamaku
    by mtamaku
     
    Started by traderMNQ, Today, 09:00 AM
    4 responses
    21 views
    0 likes
    Last Post traderMNQ  
    Working...
    X