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whotookmynickname
02-04-2010, 11:25 AM
Dear NT team

I am running a lot of backtests on different underlyings, sometimes on complete instrument lists like on the Nasdaq 100.

Now I would like to copy the periods grid into excel for further analysis and calculations. The old Copy/Paste does not work anymore so I have to use the time consuming Ctrl-X (export to excel) function which is very slow. Especially if I have to do this 100 times for all individual Nasdaq stocks to be able to calculate a daily P/L for the complete list.

Now my questions are:
1) Why is it not possible anymore to copy/paste the grid from the strategy analyzer window (for example if I am on the periods tab). Could you please work on it so copy/pasting is possible in the future NT7 Beta /Final version?

2) It is a very cool feature to be able to receive the combined summary for the instrument list tested(the summary page) together with the total P/L, Profit Factor, drawdown etc. But why (if it is possible to calculate the total) don't you provide the ability for the user to see the other functions/tabs for the combined analysis? Like a combined graph, a combined periods grid, combined orders, executions, etc...? This would be very helpful so I don't need to export every backtest for each instrument included and then add it up in excel myself. This would be a lot user friendly and informative and it seems the necessary information was calculate in NT 7 anyway (if it is possible to calculate a drawdown for the combined result).

3) Would it be possible to add something like batch-processing?`For example: do backtest and then each time export to excel

Best regards
wtmnn

NinjaTrader_Bertrand
02-04-2010, 01:37 PM
wtmnn,

Correct, you would now have to use the Grid > Export to Excel feature as the implentation of this functionality changed compared to 6.5.

Thanks for the suggestions on enhancing the 'Combined Results' summary.

There's already a batch instrument list backtesting feature build in, however no batch export to excel, thanks for offering your input.

Lizinko
02-08-2010, 12:45 AM
Just wanted to second wtmnn's suggestions. I really like the "Combined Results" addition in NT7 but including combined results data for "Graphs", "Trades" and "Periods" would be phenomenal. Even just displaying in the same pane the Period results for all instruments would greatly reduce the workload to view a portfolio's performance over time -- we would just export one time. Once in excel the results could be sorted and summed rather quickly. Cheers.

NinjaTrader_Josh
02-08-2010, 10:00 AM
Thanks for the feedback Lizinko.

MasterLJ
02-28-2010, 08:34 AM
I haven't yet used 7 beta, but as an avid user of 6.5 I would like to share the sentiment on batch testing. It would really help a ton if we were able to set up a batch of backtesting with different variables and walk away from the computer. Some tests I run take a few minutes to complete, and I also want to test different conditions... currently this is a very tedious process.

Thanks!

NinjaTrader_Josh
03-01-2010, 09:59 AM
Thanks for the comments. It is on our feedback list.

tonyh
06-03-2010, 07:54 AM
Hello:

I would like to say kudos and a strong agreement to those who desire a batch processing feature in Strategy Analyzer. Many products I have used in the past have this feature. I do mostly end-of-day type analysis that require testing Strategies in multiple time frames. For example, I need to test multiple time frames on an instrument list to ascertain the best time frames and parameters for a strategy to implement the next day. To test multiple weekly, daily, minute, etc. time frames one-at-a-time is tedious to say the least. Please consider this feature in the future.

Thanks.

Tony

NinjaTrader_Josh
06-03-2010, 08:07 AM
Tony,

Thanks for the feedback. We appreciate it. This feature is indeed on our list to examine for the future.