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MSA - Market System Analyzer (

  #13 (permalink)

Trading Experience: Intermediate
Platform: Ninja
Broker/Data: Mirus/Zen
Favorite Futures: Futures - bonds, currencies, index
Posts: 288 since Oct 2010
Thanks: 70 given, 268 received

For what it's worth, most of my ninja strats have a couple of options which switch on writing trade data to a file. I then have a load of perl scripts and gnuplot (for graphs) to analyse that data. This is not so much for doing clever things like removing outliers, but more for looking at graphs and stats for a portfolio, or a collection of walk forward sessions. Or for fixing obvious things that ninja stupidly doesn't do - like proper max drawdown over multiple instruments, or trades/day doing business days only.

What I would say, though, is that the Ninja output is perfectly sufficient in the vast majority of cases to tell whether or not your strategy is worthwhile to continue with. I wouldn't say buying an extra tool is suddenly going to make your optimisation and development process any better.

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