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Spreads Trading

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    Spreads Trading

    Hi all,

    I'm working on a spreads strategy which mean that for each trade I make, I open positions in two or more instruments Long/Shorts etc.

    The problem I have is that NT take each trade as a a single position and all the backtesting statistics is worthless.
    Is there a clever way to overcome this? for example to bundle all the trades of a single position to one trade.

    TX,
    Roy

    #2
    Hi Roy, unfortunately would not be aware of a workaround here, the position taken would be individually reported. What you could look into is exported the trades and bundling results as desired then for example in Excel.
    BertrandNinjaTrader Customer Service

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