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Dynamic Backtesting

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    Dynamic Backtesting

    I have written my own application that clearly indicates BUY SELL decisions. With in the scope of this project I have established an internal feedback loop that should be, at least, proportional to Ninja's real-world interpretation of profit and loss.
    Currently, I submit text files that meet Ninja specs, that on a realtime basis, provide profit and loss data; but I am wondering if I can create a stack of Ninja compatible BUY SELL text files that can be read retroactively to examine the dynamics of profitability as part of a development process. Since current Ninja Trader text file nomenclature forces files to be replaced (due to same name) there is no way of creating a stack.
    Can Ninja Trader be feed an investment days worth of data and then play it back at the frequency dictated by my software?

    #2
    Hello,

    Thanks for the note.

    This may be possible however nothing inside of our API or supported would allow this unfortunately.

    Let me know if I can be of further assistance.
    BrettNinjaTrader Product Management

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