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MSA imports via csv. So anything you can get out of ninja that is price related via csv, you can export to MSA, however, the fields they provide are limited so most of it is not used. I only import, entry, exit prices, entry/exit date and time, symbol, size, long/short, trade level P&L.
Simplicity is the ultimate sophistication, Leonardo da Vinci
Most people chose unhappiness over uncertainty, Tim Ferris
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.
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 ;-) ;-)
I have to do similar things with Tradestation by outputting to an excel spreadsheet.
The drawdown calculations in the performance reports are rarely to my liking/desire. I tend to like to see drawdown as a calculation based off localized equity on a trade close to trade close basis.
I also like to vary my position scaling and customize it. I might try out this optimizer, it'd probably save me some time and leg work by doing it manually in excel.
"A dumb man never learns. A smart man learns from his own failure and success. But a wise man learns from the failure and success of others."
Did anyone take a look at the other piece of software made by Adaptrade? (Adaptrade Builder - Trading Strategy Discovery and Code Generation Tool)
it would be good to get some feedback about this product.
I recently discovered that there are some programs that find systems and also write code. I thought the idea was excellent and I downloaded one called Adaptrade. This program runs fine and crashes only occasionally but I wasted two free weeks of testing …
