Hi,

I have too many strategies / variants and need a solid documentation approach.

I started documenting each strategy and iteration in a spreadsheet but quickly noticed that really most of the relevant data is contained in the strategy itself and it takes up too much time to copy/paste all the data.

When backtesting a strategy you can export the settings but it is only a limited set of fields. Does anyone know how to extend the fields exported from the strategy tab to include further textfields and strategy parameters like Name, Description, Edge, Markets Tested, BarType & Period tested etc. etc.? That way I could just export the settings and add them to a spreadsheet.

Are there other / better ways to keep track of and document your strategy work?

Thanks and best regards
Frank

I use a variation of Excel and Word docs.

I use Excel if I'm comparing a set of parameters and test results. I usually only have 1-3 parameters I am tweaking. This requires more work but it helps me line things up and compare, looking for a cluster of positive results. For performance metrics I usually just track win rate, profit factor, avg win/avg loss and net profit / max draw-down ratio.

I use Word if I'm just writing ideas, notes, and findings, and throwing in screen shots of Ninjatrader test results.