Trade Graph

[velocity]

How about giving us the opportunity to graph our cumulative profit by trade or time. Currently NT only graphs the cummulative profit by day. As a result, you only get a straight line either up or down as to what the total was and you don't get to see the ups and downs of your trading as it happened. (I use such a graph to better my trading to minimize my drawdowns by making changes to the way I trade.)

Currently I have to export my trades into excel and make a graph as a work around. (it's getting old)

All the other execution platforms allow for this type of chart and I don't think it would be a big deal to provide us. All it would be is another drop down menu selection or check box.

Hope you take a serious look at providing such a feature.

Thanks.

[NinjaTrader_Jason]

Hi velocity,

I see, the Account Performance-->Graphs-tab currently can only use daily values for the X-axis.

I will forward your suggestion to enable smaller increments such as per trade or per minute to our development team and ask them if they can add this to the list of future considerations for the software.

Thank you for your feedback.

[Elliott Wave]

This thread may be of some interest to you:

http://www.ninjatrader-support2.com/...ead.php?t=7549

[The Kid]

Originally Posted by velocity

All the other execution platforms allow for this type of chart and I don't think it would be a big deal to provide us. All it would be is another drop down menu selection or check box.

Hope you take a serious look at providing such a feature.

Thanks.

Hi Velocity,

I've been looking for a platform over the last 4 days and have checked out 3 of them including NinjaTrader.

In the context of comparing platforms to see which is best suited to what, below is a brief comentary of what I found. Would love to hear your thoughts on the pros and cons of the platforms you've tried out. There are soooo many platforms out there I hope to find one that will do what I need. So far I'm still better off with the system I coded in Excel and VBA beleive it or not!

OpenQuant - Looks great, they seem to fully support multiasset strategies since 2007 which is something yet to come on line at Ninja Trader. However, in my quick 2 day look, I didn't see a strategy parameter optimiser and from reading their forum posts it looks like it may be difficult or impossile to truly customise how you examine your strategy performance. I also get the feel that there's ony a couple of guys working on the software and although they clearly do a great job, it doesn't look like they have enough resources to support the userbase properly.

NinjaTrader - Looks great, has a lot of relevant metrics built into the strategy tester. Has built in strategy parameter optimisation capability which saves you from writing your own or having to manually run a bunch of scenarios. It also has quite responsive and diligent support in the forum and from the app itself. My main show stopping problem with it is that it doesn't yet support multiasset strategies and that's the only way I trade. NinjaTrader 7 coming in Beta early 2009 is supposed to finally include this

eSignal - Didn't get into it in as much detail a NinjaTrader or OpenQuant coz it didn't look as good and I didn't want to be limited by Javascript which is the language they provide support for.

Would love t hear your thoughts.

Cheers

[NinjaTrader_Jason]

Hello Kid,

Am I correct you are referring with multi asset strategies to automated strategies that use multiple instruments? If so, this is supported. Please see the link below for more information.
http://www.ninjatrader-support.com/H...struments.html

[The Kid]

Thanks Jason,

I did go through this document in detail, and did start developing a multi asset strategy. However when I asked how it would be posible to pot interediate reults in that strategy I was told that wasn't possible.
The below link points to the relevant thread

http://www.ninjatrader-support2.com/...ad.php?t=11341

If I can't see intermediate results in the strategy, there's no way I can trust the strategy. Josh did give me a hack to be able to see intermediate results when running live real time, but said this would not work for backtesting. The probem obviously is there's no way I can run a live strategy without first being 100% comfortable with it in backtest and playback mode.

Perhaps I have misunderstood though. If there is a solution available right now I'd be very very happy to hear it.

Thanks so much

[NinjaTrader_Jason]

Hello Kid,

I was not aware of this and did not know you were referring to intermediate results upon using automated strategies that use multiple assets.

Unfortunately there is no solution for this right now.

[The Kid]

ok thanks,

Can you confirm that the plotting of intermediate time series will be supported in version 7. Just checking I understood Josh correctly.

Thanks

[NinjaTrader_Ray]

There is no commitment at this time to support plotting a user defined time series (OHLC data in the form of any of our supported chart styles) in NT7.

[The Kid]

Sorry if I'm being a pain but I want to make sure I understand correctly.

My understanding was that the temporary (non supported) solution described by Josh in the below link would be fully supported in NT7
http://www.ninjatrader-support2.com/...ead.php?t=6651

Are you saying that this is not the case?

Thanks

[NinjaTrader_Ray]

No pain at all, let me clarify:

In 6.5
- Multi-Series strategies are supported
- Plotting of a data series in a strategy is support via the link Josh gave you
- Creating a custom bar series (that has OHLC) in 6.5 is not supported nor will it be in NT7

[The Kid]

Thanks Ray, that does make it clearer for me.
Josh's link that you reffer to, explaining how to plot an intermediary time series comes with the caveat that it isn't really supposrted functionality and that it although t will work LIVE, it does not work for backtesting.

Will this be corrected in NT7?

Thanks a lot.

[NinjaTrader_Ray]

I cant guarantee that this behaviour will change in NT7.

[The Kid]

Ah, that's a shame. Would be great to get it in if you can.

My point being that one would have to be pretty careless, even reckless in trusting a strategy without being able to see the strategy's key intermediate calculations.

[auspiv]

this is semi-related, but i would also like to suggest having an 'hourly' selection in the strategy analyzer results under the 'periods' tab. not every hour of every day, but an aggregation of what trades occured during say 1-2pm throughout the backtest. would make it easier to spot what time of day a system is most profitable.