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Efficient historical analysis on varying stock universe

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    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

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