Multi-Instrument Backtest Charts

[GrumpyTrader]

Currently when you run a multi-instrument backtest (i.e. you execute trades on a barseries other than barsarray[0] you can't view the chart for those dataseries in the Strategy Analyzer.

I propose that you extend the Strategy Analyzer to allow you to do that. I can't imagine it should be a major change since you can do that when you run a backtest against an instrument list.

One of the key benefits of doing this is that it would allow for better evaluation of both rotational, spread and true portfolio level strategies.

[NinjaTrader_PaulH]

Hello GrumpyTrader,

Thanks for your post and suggestion.

To look at this a bit, in the strategy analyzer, when you apply a multi instrument strategy you are suggesting to automatically display the added data series.

Do we provide the "option" to see the added dataseries? (Thinking of cases where people don't want to see or they have many added dataseries).

If the user can see the added dataseries automatically in the strategy analyzer, do you think they would wonder or expect to see when the strategy is applied to a normal chart?

Just trying to clarify before I write up the feature request and appreciate your thoughts.

[GrumpyTrader]

Hi Paul,
Off the top of my head, I would think when applying one of these strategies to a "chart" it should be optional to automatically add them to the chart. I would also have a hard limit as to how many can be added to a chart other-wise it would just become un-viewable.

When running a strategy in the Strategy Analyzer, it should be the default to see all the dataseries in the Chart section, as long as it can be selected via a combo box which chart you want to see. Thinking about it, I can't imagine any time you wouldn't want to be able to see all of them in the strategy analyzer.