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| Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer. |
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08-02-2010, 07:37 AM
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#1 |
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Junior Member
Join Date: Apr 2009
Posts: 19
Thanks: 0
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Portfolio Testing
Hi,
Is it possible to test a strategy simultaneously on a particular group of instruments within the strategy analyzer? For example if I want to select a particular group of 10 or 20 uncorrelated instruments and run my strategy on them simultaneously over a specific timeframe to see how the account as a whole would have done is this possible? Thanks, |
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08-02-2010, 08:15 AM
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2009
Location: Denver, CO
Posts: 8,117
Thanks: 249
Thanked 418 times in 415 posts
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Hello ciaranfryan,
Yes, you can run a strategy against a list of stocks. From the strategly analyzer screen right click on a list > backtest. It will run the strategy against all instruments in the list. Version 7 offers a cumulative report feature. See here for instructions on creating an instrument list.
Ryan M
NinjaTrader Customer Service |
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