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some possible new features for strategy analyzer

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    some possible new features for strategy analyzer

    Hello
    I am attempting to find out through strategy analyzer and market replay simulations, which ones could be the optimal parametrs to implement into a 3rd party strategy running on NT7. A feature I would find very helpful for me in order to speed up this process, is the possibility of having a standard report output (from both the strategy analyzer and market replay) which could print out (and perhpas grade/evaluate, and compare) all the main different results that can be derived from various sets of inputs. I attach a couple of prints which I created, copying and pasting manually from the strategy analyzer tabs.

    A collateral question I would like to ask here is: how can I insert the commission costs in the accounting of the market replay simulations?

    Thanks.
    Attached Files
    Last edited by guidoisot; 08-11-2016, 02:33 PM.

    #2
    Hello guidoisot,

    Thanks for your post.

    If I understand correctly you are wanting Ninjatrader to collect performance reports from the strategy analyzer and market replay and assemble a report such as you have defined.

    The performance report in the strategy analyzer can also be produced on a strategy that is running on Market replay or on Live data. In this way you can achieve the same information that is available (except optimization results). How you organize and use that information is entirely up to you as each trader might have a different method/process of analyzing.

    We will certainly leave this thread open for anyone that would like to comment.

    Regarding replay commissions, these would be entered through Tools>Options>Commissions, next select Currency, Futures, Options, or stock, within reach category then find "-replay" and enter commissions needed.
    Paul H.NinjaTrader Customer Service

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