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Frequency distribution and statistical significance in strategy analyzer


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 markus1000 
Frankfurt
 
Experience: Beginner
Platform: Ninja Trader, TWS
Broker: Interactive Brokers, Mirus Futures
Trading: ES, TF, NQ, FDAX
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I haven found any results only a few discussions, does anyone know a way to create frequency distributions of profits in the strategy analyzer. (frequency on one axis, and profits in % or $ on the other).

Or does an indicator exist, that shows statistical significances of profits in the strategy analyzer.

I could export the trades list to excel and go from there, but i would prefer a solution within ninja


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  #3 (permalink)
 
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 Fat Tails 
Berlin, Europe
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You could try to run a Monte Carlo simulation. It would show you the frequency distributions of the cumulative profit of your trades, when selected at random.


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Last Updated on June 30, 2012


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