Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Any way to back test / Optimize a group of strategies?
Collapse
X
-
Any way to back test / Optimize a group of strategies?
Is there any way to back test or optimize a group of strategies? Each strategy is used to trade a specific instrument that is different from others. For example, strategy 1 trades USD/JPY, strategy 2 trades EUR/USD, how can I get the report for the combined backtesting with all the detailed reporting items such as average win/lose, sharpe ratio etc? ThanksTags: None
-
Hello algoapi,
Unfortunately this is not supported. However you can perform a basket test - you can backtest/optimize a strategy on an entire instrument list.
The 'combined results' row that is displayed once finished will only display a Summary-tab. It contains sharpe ratio, average win/lose and other calculations.JasonNinjaTrader Customer Service
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by Tim-c, Today, 02:10 PM
|
1 response
7 views
0 likes
|
Last Post Today, 02:52 PM | ||
Started by Taddypole, Today, 02:47 PM
|
0 responses
2 views
0 likes
|
Last Post
by Taddypole
Today, 02:47 PM
|
||
Started by chbruno, 04-24-2024, 04:10 PM
|
4 responses
50 views
0 likes
|
Last Post
by chbruno
Today, 02:38 PM
|
||
Started by TraderG23, 12-08-2023, 07:56 AM
|
10 responses
399 views
1 like
|
Last Post
by beobast
Today, 02:35 PM
|
||
Started by lorem, Yesterday, 09:18 AM
|
5 responses
25 views
0 likes
|
Last Post Today, 12:29 PM |
Comment