NinjaTrader, "combined results" max DD Issue

Z

Zr1Trader

Hi,

I have a question for those of you backtesting multiple instraments at the same time in NinjaTrader.

Does anyone have a solution to find the "max DD" for the combined results? I have found that the "max DD" used right now is just the average of all the drawdowns for each instrament which is pretty much useless. I need a true Max DD calculation? Anyone have a code or a fix for this?

Thanks
 
Thanks, the question has already been brought up there and they don't have a solution at this point in time. Was wondering if maybe by chance someone here had a code or work around to see the data in excel or something like that. I have over 6000 trades so It would take me ages to figure it out by hand.
 
Use a print statement to print each trade if its intraday you shouldnt have a problem with overlap. Then just download into Excel and sort by time. Use Time[0] to print out bar time of sales, then sort.
 
Export the trade-lists to Excel, sort by Exit DateTime, then manually compute the P&L, peak P&L, current DD, max DD.
 
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