Backtesting API

[TraderJohn]

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.

[NinjaTrader_PatrickH]

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.

[andrei.reiand]

backtesting API exposure

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

[NinjaTrader_PatrickH]

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.

[andrei.reiand]

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!

[NinjaTrader_PatrickH]

Hello andrei.reiand,

I have forwarded your request to development.

[NinjaTrader_PatrickH]

This feature request has been assigned the ID SFT-1712.

[tornadoatc]

Will this include functionality as described in the following request?

http://ninjatrader.com/support/forum/newreply.php?do=newreply&p=445759

Where do we follow development of SFT-1712?

Thanks

[NinjaTrader_PatrickH]

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.

[tornadoatc]

Progress on SFT-1712?

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

Thanks,
ATC

[NinjaTrader_PatrickH]

Hello tornadoatc,

Thank you for your post.

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

[chadnash]

Just a follow up... Would be great to see this...

Basic ability (with license) for:
1. Calling an optimization from within a strategy (I realize it can be time consuming, but with an ongoing strategy the results might need to be adjusted... so calling optimization for very small timeframe would be very nice for intraday updates to strategy).

2. Scheduling optimizations (based on market conditions, would be nice if a scheduler could schedule optimization templates to run every so often... Such as sunday night from a template that was setup to run past week etc...

3. Ability to call optimization code from other C# / .NET development (still within NinjaScript codebase but easier to call it such as from strategy (item #1 here, or from maybe a chart indicator, etc..).

Thanks!

-Chad

[NinjaTrader_ChelseaB]

Hello Chad,

Thank you for your feedback.

I have submitted your requests for consideration.

Once I have tracking IDs for these, I will post in this thread for future reference.

[NinjaTrader_Kate]

Hello Chad,

Thank you for your patience.

Chelsea is currently out of the office, but I have added a vote for you to a current feature request to Add UI Automation features to NinjaScript, including controlling optimizations. This request is being tracked under the number SFT-631.

As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

Please let us know if we may be of further assistance to you.

[alrafer]

I would also support this request - great idea - it'll be extremely helpful to improve the optimization process of the main parameters in a Strategy.

Thanks!


Alberto.