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 inanazsocial, Today, 01:15 AM
|
0 responses
2 views
0 likes
|
Last Post
by inanazsocial
Today, 01:15 AM
|
||
Started by trilliantrader, 04-18-2024, 08:16 AM
|
5 responses
22 views
0 likes
|
Last Post Today, 12:32 AM | ||
Started by Davidtowleii, Today, 12:15 AM
|
0 responses
3 views
0 likes
|
Last Post
by Davidtowleii
Today, 12:15 AM
|
||
Started by guillembm, Yesterday, 11:25 AM
|
2 responses
10 views
0 likes
|
Last Post
by guillembm
Yesterday, 11:58 PM
|
||
Started by junkone, 04-21-2024, 07:17 AM
|
9 responses
71 views
0 likes
|
Last Post
by jeronymite
Yesterday, 11:51 PM
|
Comment