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Comparison of Backtest Results from various Equities in one Strategy

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    Comparison of Backtest Results from various Equities in one Strategy

    Hello Ninjatrader Support Team,
    I am currently comparing several equities within one strategy. After running the strategy I get absolute value results (Gross Loss/Gross Profit/Total Net Profit) for every equity in the Display Sector of the Strategy Analyzer. To compare the equities with each other I would need to get relative values as results such as Profit/Stock Price. I tried to create a solution in the Settings panel of the Strategy Analyzer under the tab Order Properties -> Set order quantity -> Strategy, but couldn´t find something there as well to build into the strategy directly to put the result values into a relative condition regarding their stock price.
    Do you have some helpful hints on this topic?
    Best regards, Joerg
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    #2
    Hello Joerg,

    Thank you for the post.

    Please clarify your question further if I am off subject here, specifically what is meant by a "relative condition". If you need to add an additional performance metric to your summary, you could make a custom performance metric in NinjaScript and activate it under Tools>Options. There is an example of a custom performance metric under the following directory: ..\Documents\NinjaTrader 8\bin\Custom\PerformanceMetrics.

    If you wanted some custom metric that is not included in the columns for each backtest of an individual instrument, you would need to write the custom performance data to a file and organize it by instrument name. That data could later be added to an excel sheet what includes the NinjaTrader generated performance metrics.

    Please let me know if I can assist further.

    Chris L.NinjaTrader Customer Service

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