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Possible to retrieve active Positions at some bar index in the past?

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    Possible to retrieve active Positions at some bar index in the past?

    I am trying to develop a Monte Carlo function for evaluating my system (This would attempt to solve some of the inadequacies of the built in NT Monte Carlo).

    This would be used in a multi-instrument strategy. One of the date series that I would require is a record of whether the strategy is long/short/neutral in a given instrument on a given bar.

    I would like to evaluate this in the OnTermination block of the strategy, and I don't want to manually track the positions as the strategy runs. Is there any way to automatically pull the market position on a given bar in the backtest?

    (As I understand it, the Positions[] method only applies to the current bar. Please correct me if I am just not using it correctly)

    Thanks!

    #2
    Hello kbeary33,

    Thank you for your post.

    There is no method available to pull the position based on a bar index, you would need to develop your own DataSeries to collect this information on bar in the backtest.

    For information on the DataSeries Class in NinjaScript please visit the following link: http://www.ninjatrader.com/support/h...ries_class.htm

    Please let me know if I may be of further assistance.
    Patrick H.NinjaTrader Customer Service

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