Export your trades from NinjaTrader 8
NinjaTrader's Trade Performance window can export every closed trade, with the columns the replay needs, in about a minute.
- In the Control Center, open New → Trade Performance.
- Pick the account (one at a time works best; the tool asks which one to use if a file has several) and a date range. Longer is better: a few months gives the replay enough separate attempts to measure.
- Click Generate.
- Change the display to Trades, so the grid lists one row per trade.
- Right-click the grid, choose Export, and save the file as a CSV.
- On Prop Preflight, choose the file, and set the Times in your file are in menu to the time zone NinjaTrader is set to (Tools → Options → General shows it).
The tool reads these columns when they are there: Account, Instrument, Market pos., Qty, Entry price, Exit price, Entry time, Exit time, Profit, Commission, MAE and MFE.
Tips
- Keep MAE and MFE. They let the replay move your balance through each trade's worst and best point, which is what an intraday trailing drawdown reacts to. Without them, results run high.
- Backtests work too. Strategy Analyzer results export the same way. The page will label them as a backtest, since backtests fill better than live trading.
- Commissions. If your NinjaTrader commission template was on, Profit already has fees taken out and the tool detects that from your prices. If it wasn't, the tool assumes a fee for your summary, and each firm's replay uses that firm's own commissions either way.
- Several accounts in one file are never merged. The page asks which account to analyze.