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S5 like trade analyser for Ninja?
Started: by pjsgsy Views / Replies:382 / 3
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S5 like trade analyser for Ninja?

  #1 (permalink)
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S5 like trade analyser for Ninja?

Hi,

A while back I tested a tool S5 provides that gives you the MAE, MFE, Theoretical average etc for your open position and analyses this historically as well. It had a couple annoyances for me with Ninja, but was really good info. I no longer have the tool but am interested in putting at least the Theoretical averages up on the chart when trading. I had a play coding this myself, but it seems there is no easy way for indicators in ninja to access trade data. Position data is achievable but unsupported and ninja does not calculate true theoretical averages as you scale in and out.

Does anyone know of a similar tool or something that would allow me to access executions as they occur so I can code it myself?

Thanks,

Paul

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  #2 (permalink)
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Munich Germany
 
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pjsgsy View Post
Hi,

A while back I tested a tool S5 provides that gives you the MAE, MFE, Theoretical average etc for your open position and analyses this historically as well. It had a couple annoyances for me with Ninja, but was really good info. I no longer have the tool but am interested in putting at least the Theoretical averages up on the chart when trading. I had a play coding this myself, but it seems there is no easy way for indicators in ninja to access trade data. Position data is achievable but unsupported and ninja does not calculate true theoretical averages as you scale in and out.

Does anyone know of a similar tool or something that would allow me to access executions as they occur so I can code it myself?

Thanks,

Paul

Maye this can help you. https://futures.io/elite-circle/17298-ninjatrader-framework-access-trades-history-indicators-using-ninjatrader-database.html

Best Michael

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  #3 (permalink)
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If you're using ninjatrader the plain MFE + MAE stats you refer to are available by default in its trade performance window. May not be everything you're after but may help.

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  #4 (permalink)
Trading Apprentice
St. Peter Port, Guernsey, UK
 
Futures Experience: Intermediate
Platform: tws, ninjatrader
Favorite Futures: ES
 
Posts: 2 since Jan 2015
Thanks: 14 given, 2 received


sands View Post
If you're using ninjatrader the plain MFE + MAE stats you refer to are available by default in its trade performance window. May not be everything you're after but may help.

Thanks, but I'm looking for something to show me real time, including theoretical average whilst actually in trades. Started to write something now as I can't find anything else to do it. Not easy as NT doesn't easily allow access to individual trades in a supported way. Pitty I can't just buy the S5 one! (and they'd need to fix the one issue I had with it, other than that, it's perfect)

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