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Download series to Excell regrouped by dates


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Download series to Excell regrouped by dates

  #1 (permalink)
 Remo 
Siveria
 
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Hello, my name is Carlos, a greeting to all, not very well how the forum works, I'm happy to meet you, you are a great help.
I hope to share positive things.



I have a problem with Ninja and I need help.


I try to excel to download data series to make a backtest Combined with several instruments at the same time in Ninja.

Those who know her ninja you know that by optimizing more than one instrument, ninja puts all the data merged into Combined section, but these data can not be analyzed well, since the DD is not real and I would like to download trade to trade with date, profit, loss, etc., in order to analyze well, in excell.

It is possible in some way to dump all series optimized with all the data to excell automatically and regroup for automatic form dates?, And have a complete sequence, and to analyze well?

Please help.

Thank you very much.

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  #3 (permalink)
 vegasfoster 
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I've not used them, but I am pretty sure there are tools to do this, do a search for nt excel.

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  #4 (permalink)
 
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 Big Mike 
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There are lots of tools, like this one:



To share data between NT and Excel.

But if I understand correctly, you are wanting to use Strategy Analyzer (not an indicator or individual strategy) to take a group or basket of backtested stocks, and dump all the trade results for the entire basket into Excel.

It is quite interesting you made this post, because I also need to do the same thing for something I'm working on and haven't been able to figure out a way to do it yet.

Basically, it's the creation of portfolio trading which NT lacks.

I need to create a singular equity curve, for example, that consists of all trades in all markets for all strategies (or even a single strategy), and then be able to analyze things like portfolio draw down, portfolio run up, and basically all the other traditional metrics but from a portfolio wide viewpoint.

I will shout at @NinjaTrader to see if I am wrong, but I don't think it's possible as part of NT. And that includes the forthcoming NT8 as well I think, unfortunately. But, anything is possible in C# and that is the route I am exploring. Basically my idea is to use my own SQL database in my strategy to store all the trade performance metrics on my own, and then use Excel to import the SQL data and create my analysis.

Basic info here on that kind of relationship:


Mike

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  #5 (permalink)
 Remo 
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Vegasfoster Hello, hello Mike, thanks for help.


If this appears in the Ninja version 8 would be a major improvement for all, to optimize portfolios.

I have seen, if there are several things you can do to volacr excell data, but still do not quite understand, I need help to understand and be able to do.

Simplifying the matter, as I can do to have Excell Ninja connected to the application and trade system in Strategy Analyzer, data from the Trades tab excell overturn the automatic way.

I have two basic questions.

1-How I can connect Ninja + Excell.

2-That lines of code and which part should I write so that all function well and dump the data so the tab --- (Trades-) - to excell and go turning properly.


Greetings to all.

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  #6 (permalink)
 
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Big Mike View Post
There are lots of tools, like this one:



To share data between NT and Excel.

But if I understand correctly, you are wanting to use Strategy Analyzer (not an indicator or individual strategy) to take a group or basket of backtested stocks, and dump all the trade results for the entire basket into Excel.

It is quite interesting you made this post, because I also need to do the same thing for something I'm working on and haven't been able to figure out a way to do it yet.

Basically, it's the creation of portfolio trading which NT lacks.

I need to create a singular equity curve, for example, that consists of all trades in all markets for all strategies (or even a single strategy), and then be able to analyze things like portfolio draw down, portfolio run up, and basically all the other traditional metrics but from a portfolio wide viewpoint.

I will shout at @NinjaTrader to see if I am wrong, but I don't think it's possible as part of NT. And that includes the forthcoming NT8 as well I think, unfortunately. But, anything is possible in C# and that is the route I am exploring. Basically my idea is to use my own SQL database in my strategy to store all the trade performance metrics on my own, and then use Excel to import the SQL data and create my analysis.

Basic info here on that kind of relationship:


Mike

Curious, after running a backtest, would selecting either the Trades or Executions tab and exporting that data from the grid not work for getting it to Excel?

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  #7 (permalink)
 Remo 
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No sir, I mean the conbined excell dump in full, with all trades of all instruments included in the Combined.


Mr. NinjaTrader can help?, Connecting to dump ninja + excell combined data, please.

Thank you very much.


Greetings.

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  #8 (permalink)
 
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 shodson 
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OPTIMUSS View Post
No sir, I mean the conbined excell dump in full, with all trades of all instruments included in the Combined.


Mr. NinjaTrader can help?, Connecting to dump ninja + excell combined data, please.

Thank you very much.


Greetings.

Amigo, no hay manera de hacer esto. Tienes que exportar los datos del examen historico por cada instrumento seperadamente y, de alguna manera, unir los resultados de cada instrumento. Entiendo que es dificil y doloroso el necesitar hacerlo asi pero asi es Ninjatrader.

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  #9 (permalink)
 Remo 
Siveria
 
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Shodson Hi, thanks for your answer,

Hopefully in Ninja 8 can do this.

If Ninja wants to be number 1, should introcudir this option in the platform,

A greeting.

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  #10 (permalink)
 
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 Big Mike 
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Ray had stated nt8 will not have portfolio trading at launch.

I hope it comes in 8.1.

Sent from my Nexus 4

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