Trading

Backtest & Optimize Automated Methods with the Technique Analyzer

NinjaTrader’s Technique Analyzer is a robust device to check automated methods utilizing historic buying and selling information. Based mostly on this evaluation, merchants can optimize their technique for peak efficiency in stay market circumstances.

Designed to be used with methods constructed utilizing NinjaScript, NinjaTrader’s trendy C# primarily based buying and selling framework, the Technique Analyzer supplies a strong answer for backtesting, optimizing and analyzing the efficiency of automated buying and selling methods.

Get Began with Technique Analyzer

From the Management Middle click on New > Technique Analyzer. This window is separated into two important sections:

Settings panel (outlined in yellow)
Efficiency Outcomes panel (outlined in inexperienced)

Settings Panel

The Settings panel is the place customers can choose the Technique Analyzer parameters utilized together with:

Technique: Specify the NinjaScript technique to backtest or optimize.
Instrument: Denote which instrument or instrument record can be used. Choosing an instrument record is a good way to shortly verify how a number of devices would have traditionally carried out and examine that information.
Sort/Worth: Specify which interval sort and worth can be used within the backtest or optimization.
Timeframe: Specify the time period used within the backtest. Please word that in an effort to run a backtest over historic information, NinjaTrader should be linked to an information supplier which provides the suitable historic information or this information should be saved previous to working the backtest.

As soon as set to the specified preferences, click on Run to carry out the backtest. The Technique Analyzer will show a message within the backside proper nook of the window to point if a backtest remains to be working.

Efficiency Outcomes Panel

As soon as accomplished, the backtest outcomes could be seen within the Efficiency Outcomes panel.

Situated to the left of the Settings panel, the Efficiency Outcomes panel shows outcomes primarily based on the report chosen within the Show selector, highlighted above.

If a backtest was run utilizing an instrument record as demonstrated within the window above, a listing of every instrument will seem on the high of the Efficiency Outcomes panel. Right here, you may choose every instrument’s particular person outcomes in addition to the mixed outcomes of your complete instrument record.

Under are a number of of the report types accessible inside the Show selector:

Abstract: Shows all efficiency statistics and metrics (pictured above)
Evaluation: Shows information primarily based on numerous time durations for evaluation
Chart: Shows a price-over-time chart with order executions plotted over the worth information
Executions: Lists particular person entries and exits
Trades: Lists particular person trades
Orders: Lists the orders used

The instance under options the Charts show chosen inside the Efficiency Outcomes panel.

Enthusiastic about constructing and testing your buying and selling methods utilizing an open supply buying and selling platform? NinjaTrader is all the time FREE to make use of for superior charting, backtesting and commerce simulation. Get began now!

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