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Start backtest through addon

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    Start backtest through addon

    Hi,

    Can a backtest be starrted through an addon or through ninjascript some way? Even if reflection is required? It would be a great feature, especially if the results could then be analysed through further code.

    Thanks

    #2
    Hello tmfdouglas,

    Thank you for your post.

    We would not have a supported means to start up the Strategy Analyzer or run tests in the Strategy Analyzer through code.

    What are you looking for specifically? Just a test of a strategy or indicator over a set of historical data?

    I look forward to your response.

    Comment


      #3
      Thanks for the quick reply.

      As an example it would be useful to start a backtest for a number of strategies, and automatically check the results through code to make it more efficient than manually starting a backtest, waiting for it to finish, checking results, starting next backtest etc...

      From a live strategy perspective it would be good to feed the results of one strategy into another. Using equities as an example I'd like to scan equities for larger than normal volume in the opening 10 minutes then initiate a strategy on these equities only, whilst I could do this by subscribing to a number of equities in a live strategy then ignoring the data from the ones I wanted to exclude after analysing the opening volume this wouldn't be very efficient. If I could create this list first through another strategy, I could then start the second strategy and subscribe to the instruments from this list, the subscribe commands would be in a loop (reading the list to a text file etc....). All of this would be much easier through code only and seems to be a great use case for the extended functionality of an addon.

      Thanks

      Comment


        #4
        Hello tmfdouglas,

        Thank you for your response.

        I will forward this to development as a feature request.

        Comment


          #5
          Hello tmfdouglas,

          The internal tracking number for your feature request is SFT-2193. Please reference this internal tracking number if you ever have questions regarding this feature request.

          Comment

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