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Instrument / stock screening

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    Instrument / stock screening

    Hi

    Question on screening instruments.

    Want to do with NT7 stockscreening for a market. The condition that the stocks
    should meet is quite easy to create with user defined indicator and condition in the condition-builder.

    Then I want to have the result /output of the qualifying stocks/instruments into some sort of grid/listing with rows and columns that could be sorted and with values of my indicator and other NT indicators.

    Can you give me some sort of advice on how to achieve this.

    #2
    Hi there, welcome to the forum!

    The best way I can think of to do this would be to create an indicator and then apply it to a Market Analyzer window and there you can sort and view all of the entries. You can create the conditions in the Strategy Wizard, but you'll ultimately have to transfer the code to an indicator.

    For actually viewing the data in the Market Analyzer, you can go to File -> New -> Market Analyzer, add the instruments you want, and then right-click and select Columns, then select an indicator column and you can view the data from whatever plot you wish. In the attached screenshot, I just have a 20 period SMA running on 5 minute bars for the last column. The markets are closed, so the rest of the data is blank, but the procedure is the same for when the markets are open.
    Attached Files
    AustinNinjaTrader Customer Service

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      #3
      stock screening

      Thank you. I'll try that.

      Comment


        #4
        Possibly related question, also from a new NT user...

        I'd like to historically backtest a strategy that trades the top 5,10,15 etc... "highest scoring" symbols for a particular user defined indicator/screen, and then simulate daily refreshing of these scores, keeping the ones that are still in the top n of the ranking, and replacing those that are not with new top ranking items. I can build an instrument list with the universe of possible securities, but how do I multi-symbol backtest taking into account this rank ordering and simulated account size (can only hold as many positions as the account equity will allow)

        A general point in the right direction would be greatly appreciated

        Comment


          #5
          sf631,

          NinjaTrader does not support portfolio level backtesting. What people have done in the past instead is to just first run a basket backtest on all the potential instruments they may be interested in and then just create a new instrument list with the results of the top x # they want to keep. When they basket backtest on this new instrument list they will also have a "COMBINED RESULT" row in the Strategy Analyzer which they can use to assume evenly allocating account size to each instrument. If you actually wanted to do a true portfolio style backtest of these top x instruments you would then instead want to go back to your strategy and edit it to be a multi-instrument strategy that just uses those top x instruments.

          http://www.ninjatrader.com/support/h...nstruments.htm
          Josh P.NinjaTrader Customer Service

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