Understanding Strategy Analyzer Logs

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Understanding Strategy Analyzer Logs

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The Strategy analyzer saves a log on each backtest. The logs can be seen by right clicking on the Strategy Analyzer and selecting "Show Logs". Logs offer a convenient way to keep a history of backtest results. They can be used as you work to develop a strategy and fine tune parameters and code to compare previous backtests to current backtests easily.

 

The log also contains a saved snapshot version of the code used for the backtest, making it possible to look at or revert to previous code used.

 

Note: Code save functionality only works on open and unlocked NinjaScript Strategies.   Strategies which are protected by the vendor cannot be used to save code.

 

StrategyAnalyzer_ShowLog

 

tog_minus        Understanding what is saved in the logs

Understanding Logs

NinjaTrader saves a log each time you perform a backtest in the strategyt analyzer. It saves several key information in the log which makes it easier to iterate on a strategy over time.

 

The log saves the following information per test:

 

Instrument

The instrument the test was performed on.

Backtest

The type of backtest that was performed

Date

The date the backtest was performed

Strategy

The strategy used for the backtest

Data Series

The data series used for the backtest

Start date

The start date used for the backtest

End date

The end date used for the backtest

Parameters

The parameters used for the backtest

Total net profit

The total net profit for the backtest

Notes

An optional field to add user defined notes to more accurately recall the test. Double click the field to begin editing and when complete press enter on the keyboard to set the note.

Pinned

An optional field to Pin a result  to the top. Pinned results are useful for saving a specific backtest of note for reference later.

tog_minus        Using Logs

Using Logs

Logs are integrated with the Strategy Analyzer and can be double clicked to quickly restore the parameters and backtest information for that backtest. Giving you freedom to experiment with different configurations while maintaining the ability to compare previous backtests and restore a previous backtest at any time.

 

Right clicking on a backtest log yields the following context menu:

 

StrategyAnalyzer_RightClickMenu

 

Open In Strategy Analyzer Tab

Opens the backtest in a new tab in the current Strategy Analyzer window

Open in New Strategy Analyzer

Opens the backtest in a new Strategy Analyzer

Open in NinjaScript Editor

Opens the saves revision of the code as used when the backtest was run. You can restore any set of backtest

Remove

Removes the selected backtest log

Remove All Non-Pinned

Removes all backtest logs that are not pinned.

Filter By Strategy

Only view backtest logs for a specific strategy

Filter By Instrument

Only view backtest logs for a specific instrument

Filter By Date

Only view backtest logs for a specific date range