Initial Capital in Strategy Analyser

[dastaan]

Hi NT,
I have 2 questions :

1) Is there any method to ingest initial capital information in backtesting as a variable?

I am under impression that it is starting from 100,000 and would like to make it a variable.

2) Can a strategy make loss of more than initial capital ( 100k ) or there is no such thing as initial capital in Strategy Analyzer ?

[terminatorT1000]

If you have a small account you can try to optimize for limited drawdown. Doesn't totally solve your problem but its a good place to start. The default optimizer uses max profit factor but you can change that to optimize on smallest drawdown.

[NinjaTrader_ChelseaB]

Hello dastaan,

Strategies generally do not have a fund balance that is checked.

With a live strategy, the strategy places orders until there is an error that an order is rejected by the broker due to lack of funds and the strategy becomes disabled due to an order error.

The Strategy Analyzer is not able to start rejecting orders based on an account value.

You could use logic though, to have a variable set to a value amount, and then require the real-time pnl to be less than this variable to place new orders.

[dastaan]

Hi ChelseaB,

Thank you for clearing it for me.

The approach has risen a question to me,
How the percentage profit is calculated ?

Please find the image as reference.
In the image the strategy is retuning 9.71% profit. On how much capital ?

[NinjaTrader_ChelseaB]

Hello dastaan,

Total Net Profit in percent (or any profit anywhere) is based on the entry price and exit price and does not involve an account size.

Below is a link to the help guide.

https://ninjatrader.com/support/helpGuides/nt8/index.html?statistics_definitions.htm#UnderstandingTotalNetProfit

[jessatso]

As I know, the strategies do not have a fund balance that is checked, however I am not sure about that, I might be mistaken. Just like someone said above, the live strategies places orders until there is an error that an order is rejected by the broker due to lack of funds, and only after that the strategy becomes disabled due to that error, I have also face this kind of issue in the past, right after I got a couple of small business loans for my accounts, however after that everything went just fine.

[NinjaTrader_ChelseaB]

Hello jessatso,

Welcome to the NinjaTrader forums!