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Strategy Development Support for the development of custom automated trading strategies using NinjaScript.

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Old 03-24-2013, 04:57 PM   #1
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Default Backtesting API

Can I do backtesting through an API without using the NinjaTrader UI? I would like to be able to write a program that creates strategies, and backtests them programmatically.
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Old 03-25-2013, 06:12 AM   #2
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Hello TraderJohn,

Thank you for your post and welcome to the NinjaTrader Support Forum!

NinjaTrader will need to be running in order to connect to a supported API and backtest.

However, it may be possible to do this on your own in Visual Studio through unsupported code. This would not be supported in NinjaScript and we have no documentation on such a method of backtesting outside of NinjaTrader.

Please let me know if I may be of further assistance.
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Old 09-30-2016, 10:26 AM   #3
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Default backtesting API exposure

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Originally Posted by NinjaTrader_PatrickH View Post
Hello TraderJohn,

Thank you for your post and welcome to the NinjaTrader Support Forum!

NinjaTrader will need to be running in order to connect to a supported API and backtest.

However, it may be possible to do this on your own in Visual Studio through unsupported code. This would not be supported in NinjaScript and we have no documentation on such a method of backtesting outside of NinjaTrader.

Please let me know if I may be of further assistance.
But I'm sure you have API for backtesting ... you definitely call some optimization functions when executed from the GUI ... could one call such optimization functions from within a ninja script ?
Usecase: dynamic re-optimization from within a strategy performance evaluation (say you want to re-optimize dynamically from the code, each 100 bars ...)

Bottom line is ... what's the use of running an external optimization library since Ninja has its own already ... that can be leveraged?

thanks
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Old 10-03-2016, 09:31 AM   #4
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Hello andrei.reiand,

Thank you for your post.

The functionality of the optimizer is based in the Strategy Analyzer, there is no means to call a library of functions for the optimizer.
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Old 10-29-2016, 03:30 AM   #5
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Thanks for clarification. can you please add a feature request to give API access to the optimization engine?
I believe the strategy analyser is a function-based piece of code - those functions can be more or less easily exposed.
It would be a great functionality!
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Old 10-31-2016, 09:37 AM   #6
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Hello andrei.reiand,

I have forwarded your request to development.
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Old 11-02-2016, 10:26 AM   #7
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This feature request has been assigned the ID SFT-1712.
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Old 02-19-2017, 08:37 AM   #8
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Will this include functionality as described in the following request?

http://ninjatrader.com/support/forum...reply&p=445759

Where do we follow development of SFT-1712?

Thanks
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Old 02-20-2017, 10:22 AM   #9
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Hello tornadoatc,

Thank you for your post.

SFT-1712 would not include the description as in the thread you referenced. SFT-1712 is for programmatically calling the backtests without using the Strategy Analyzer. However, through this one could set up their own system to run a series of tests as you described in the other thread.

The feature request id is for internal reference to the suggested feature. There is no public tracking for feature requests.

Please let me know if you have any questions.
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Old 09-13-2017, 03:41 PM   #10
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Default Progress on SFT-1712?

Hi, Just wondering if there has been any progress on functionality related to programming a strategy analyzer run?

Thanks,
ATC
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Old 09-14-2017, 06:32 AM   #11
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Hello tornadoatc,

Thank you for your post.

We would not have an update on this item at this time.
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