NinjaTrader Export workflow Futures-first review

NinjaTrader Trading Journal

A practical workflow to export NinjaTrader executions and journal them with cost-aware net results, tick-based risk, and setup/session segmentation.

Direct answer

Does NinjaTrader have a trading journal? NinjaTrader provides reporting and trade history, but most traders still use a dedicated journal (template or software) to standardize fields, tag setups and sessions, and review performance using expectancy and profit factor.

How to export NinjaTrader trades

For journaling, you want executions/fills (not just summary), so partial fills, timestamps, and costs are preserved.

1
Export executions / trade history

In NinjaTrader, use its reporting/export tools to export executions or trade history to a format you can journal (CSV where available). Focus on the view that contains fills and timestamps.

2
Confirm costs and timestamps

Make sure commissions/fees are included (or available) and that entry/exit times are present so you can tag sessions and evaluate slippage.

3
Add planned risk + tags

Exports rarely include your stop plan. Add planned risk (stop distance in ticks) and tag each trade by setup and session.

4
Review weekly (segmented)

Compute expectancy and profit factor by setup and session-not just overall-so you can identify where edge truly exists.

What fields matter for NinjaTrader journaling

NinjaTrader exports can be detailed-use that to your advantage. These fields make your performance “auditable.”

Field Why it matters How to use it in review
Symbol + contract type Micros vs minis change cost impact and behavior. Segment by symbol + micro/mini.
Fill timestamps Needed for session and hold-time analysis. Tag RTH/ETH and analyze performance shifts.
Fill prices Lets you compute slippage vs plan and true entry quality. Compare planned vs actual; identify execution leaks.
Quantity (contracts) Sizing inflates $ without changing edge. Prefer expectancy in R when size varies.
Commissions/fees Costs are a strategy variable in futures. Review net, not gross.
Net P&L Only net answers “is this viable?” Compute PF/expectancy on net results.
Planned risk (you add) Enables realized R and fair comparisons. Compute realized R per trade.
Setup + session tags (you add) Turns logging into evidence. PF/expectancy by setup + session.

Futures vs forex differences (for NinjaTrader journaling)

NinjaTrader is commonly used in futures-style workflows. If you track multiple markets, don’t assume metrics translate 1:1.

Futures journaling reality
  • Tick size/value defines risk.
  • Costs can flip expectancy.
  • Sessions (RTH/ETH) shift edge.
Forex journaling reality
  • Pip value changes with pair and lot size.
  • Spread is often the main cost.
  • Session behavior differs from futures microstructure.

Best journaling workflow for NinjaTrader

This workflow is designed to be repeatable weekly and strict enough to be accurate.

1) Export

Export executions weekly. Keep raw data to preserve partial fills and timestamps.

2) Normalize + Tag

Add planned risk, setup tags, and session tags. Consistency creates signal.

3) Review

Compute expectancy + profit factor by setup/session and decide keep/modify/cut.

Prefer software over spreadsheets?

Software reduces review friction and keeps tagging consistent as trade volume grows.

FAQ

Does NinjaTrader have a trading journal

NinjaTrader includes reporting and trade history, but most traders still use a dedicated journal to standardize fields, add setup/session tags, and compute review metrics. The goal is weekly decisions, not just a log.

How to export NinjaTrader trades

Export executions or trade history using NinjaTrader’s reporting/export tools. Capture fill timestamps/prices, quantity, commissions/fees, and net P&L. Then add planned risk and tags so you can compute expectancy and profit factor by setup and session.

Ninjatrader trading journal

A NinjaTrader trading journal is a workflow that turns exports into a dataset: costs + net P&L, tick-aware planned risk, realized R, setup tags, session tags, and weekly review metrics to drive decisions.

Free vs paid futures journals comparison

Free templates are best for starting quickly and enforcing correct fields. Paid apps become worth it when they reduce review friction, keep tagging consistent, and make expectancy/profit factor review fast and repeatable. See: free trading journal.