Developing strategies

[kekkis]

Please give us some option to switch off, dialog box after compiling.
Maybe status bar ?, where you get information strategy compiled.

After hundreds time pressing OK button is frustrating, because after that, you have to press also too many buttons to run strategy.
Its slowing development cycle.


Profit calculation, I still don't understand how ninja calculate profits % numbers. I tried to find from your help files and forum.

Is there someplace where you can put you initial account, and ninja strategy analyzer calculate performance from initial value of account.

Example I trade one contract and my initial account is 10000$
ninja gives numbers i have 6.7% profit, and reality I have 76% profit.


If running strategy when you have open connection to opentick, it hangs.
I think its try to find history which is not availaible, only in ninja merged database.

Thanks

[NinjaTrader_Ray]

Thanks for the suggestion, all performance values for a backtest always start at 0. I will post later clarification on % calculation.

[NinjaTrader_Dierk]

>> Example I trade one contract and my initial account is 10000$. ninja gives numbers i have 6.7% profit, and reality I have 76% profit.
Sorry I don't follow. Please provide all details required to reproduce your observation.

[kekkis]

>> Example I trade one contract and my initial account is 10000$. ninja gives numbers i have 6.7% profit, and reality I have 76% profit.
Sorry I don't follow. Please provide all details required to reproduce your observation.


I just don't understand how ninja strategy analyser calculate %
Where it picks these values of % calculations. Because they don't look realistic if you analyse your futures strategies.

Where its look value of initial capital.

[NinjaTrader_Dierk]

a) please be specific, what percentage values are you referring to?
b) the backtest account values are set as per Tools->Options->Simulator
c) I suggest backtesting a strategy which places just a few trades, then carefully ripping through the list of trades generates by the strategy analyzer to understand how it works

[kekkis]

a) please be specific, what percentage values are you referring to?
b) the backtest account values are set as per Tools->Options->Simulator
c) I suggest backtesting a strategy which places just a few trades, then carefully ripping through the list of trades generates by the strategy analyzer to understand how it works


I mean profit %.

[NinjaTrader_Dierk]

Thanks for clarification. Please proceed as per (b) and (c)

[kekkis]

Thanks for clarification. Please proceed as per (b) and (c)


a) My simulation account initial value cash is 10000$
b) After runing startegy analyser Total Net Profit is 6115$
c) Cumulated profit is 12.38%

I think cumulated profit should be 61.15 %

This is what I don't understand how Ninja Startegy analyser is calculating % profit numbers.

Thanks

[NinjaTrader_Josh]

kekkis,

This is how cumulated profit is calculated: http://www.ninjatrader-support.com/HelpGuideV6/CumulatedProfit.html

[kekkis]

kekkis,

This is how cumulated profit is calculated: http://www.ninjatrader-support.com/HelpGuideV6/CumulatedProfit.html

Thank you
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