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 wzgy0920, 04-20-2024, 06:09 PM
|
2 responses
26 views
0 likes
|
Last Post
by wzgy0920
Today, 10:43 PM
|
||
Started by wzgy0920, 02-22-2024, 01:11 AM
|
5 responses
32 views
0 likes
|
Last Post
by wzgy0920
Today, 10:33 PM
|
||
Started by wzgy0920, Yesterday, 09:53 PM
|
2 responses
49 views
0 likes
|
Last Post
by wzgy0920
Today, 10:29 PM
|
||
Started by Kensonprib, 04-28-2021, 10:11 AM
|
5 responses
192 views
0 likes
|
Last Post
by Hasadafa
Today, 10:19 PM
|
||
Started by GussJ, 03-04-2020, 03:11 PM
|
11 responses
3,234 views
0 likes
|
Last Post Today, 08:07 PM |
Comment