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MSA - Market System Analyzer (

  #14 (permalink)

Trading Experience: Intermediate
Platform: Ninja
Broker/Data: Mirus/Zen
Favorite Futures: Futures - bonds, currencies, index
Posts: 288 since Oct 2010
Thanks: 70 given, 267 received

Incidentally writing your own data out from a strategy allows you to do something like this

If in the ninja optimiser, I can write out each optimised session and throw up a graph of parameter value versus profit to see whether there are profit plateaus - i.e. areas of parameters close in value that all result in a decent profit.

Sure you can see this to an extent in the optimiser window, but it's nice to have a graph, esp if there are pairs of parameters.

This sort of stuff would be an easy project for a new developer at Ninja ;-) ;-)

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