• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Efficient historical analysis on varying stock universe

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

    Efficient historical analysis on varying stock universe

    I have a NinjaScript that I want to run on a historical stock universe that varies by day.

    E.g., I have a CSV that lists {Date},{Ticker} for all stocks I'm interested in running on each historical Date.

    What's the most efficient approach to run my strategy against that variable historical universe? Can it be done through the front end? Or should I load the CSV into the NinjaScript and run a check within some event that skips stocks not found?

    #2
    Hello dbooksta,

    Thank you for your post.

    Internally within a NinjaScript script creating such an event would be quite large and involve adding multiple lines of code for each instrument. It can be done but would likely results in longer run times for the strategy it self due to the amount of code to process.

    Unfortunately, there would not be any other method to truly filter out the stocks for automated or manual trading in NinjaTrader.
    Patrick H.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by fredfred, Today, 03:41 AM
    2 responses
    8 views
    0 likes
    Last Post fredfred  
    Started by TraderYoda, Today, 03:33 AM
    0 responses
    1 view
    0 likes
    Last Post TraderYoda  
    Started by pjsmith, Today, 02:56 AM
    0 responses
    3 views
    0 likes
    Last Post pjsmith
    by pjsmith
     
    Started by ntbone, Yesterday, 08:10 PM
    0 responses
    11 views
    0 likes
    Last Post ntbone
    by ntbone
     
    Started by chrislou, 08-28-2015, 03:27 AM
    14 responses
    2,884 views
    0 likes
    Last Post nkhoi
    by nkhoi
     
    Working...
    X