how many symbols does kinetick support?

[clearpicks]

Hello,

If I write a strategy which scans all stocks listed on NYSE and Nasdaq while using kinetick EOD data as datafeed, is it possible? The scan is not necessary running in realtime. I only want to pull all EOD data from Kinetick once and let the NT strategy read historical daily data of every stock and generate buy/sell decision for the next day. Is it possible?

- Clearpicks

[NinjaTrader_RyanM1]

Hello ClearPicks,

Unfortunately NinjaTrader does not have the capability of scanning the entire universe of stocks. Our scanning capability is built into the market analyzer. All instruments you would like to scan for must be added to a market analyzer window. You can add multiple instruments to a strategy, but all must be hard coded in the strategies Initialize method.

[clearpicks]

I don't care to hard code the symbols in the strategy. For example, in the strategy source file, a list of stock symbols such as all stocks in SP500 index is hard coded. When the strategy running, it waits for all daily bars of all SP500 stocks have been loaded, then check for certain patterns for each stock, something like:

1. define A as a List of stock symbols.
2. force NT strategy load all daily OHLC series for all stocks in A.
3. when all historical data of all stocks in A are ready (loaded), for each stock S in A, make decision by checking OHLC series of S. If S is a good candidate to sell/buy next day, print out ( append ) S as well as detailed reasons and signal setups to a scan result file.

So basically I don't need any backtesting feature, nor tick-by-tick realtime screening. Is it possible? How many stocks can be added in list A in my peudo-code when using Kinitick as datafeed?

- Clearpicks

[NinjaTrader_RyanM1]

This is not currently possible. Thank you for the suggestion. We will add to our feedback list for consideration in a future release.