Log & Report¶
The strategy's log - every signal, entry, exit and limit, with the reason - to the Output window and to a daily file; and a performance report printed at the end of each day, week or month.
Log¶
| Parameter | Default | What it does |
|---|---|---|
| Log to Output | Off | Print the log to the Output window. |
| Log to file | On | Also write the log to a file, one per trading day. |
| Detail | Orders | How much is logged. Decisions: signals, entries, exits, limits. Orders: plus every order and fill. Full: plus the internal state on every bar. |
Performance report¶
| Parameter | Default | What it does |
|---|---|---|
| Period | Day | How often the report is printed: every trading day, week or month. |
| In real time | Off | Also print the report in real time. Off: only on historical data. |
| Clear Output 2 | On | Clear Output 2 before each report, so only the latest one is shown. |
Log files are kept in Documents → NinjaTrader 8 → asf → Strategies → strategy name, one per trading day, in folders by instrument and account (Backtest for the Strategy Analyzer).
A problem? Send the log
If a strategy did something you did not expect, send the log files of those days with a short description - the log shows the cause. See Report a problem.