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Filter instruments list

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    Filter instruments list

    Dear support,

    I need to reduce the number of stocks in my instrument list (from 1800 to 300) in order to avoid "OutOfMemoryException" when running backtest or optimizations (and until I can move to a 64bit OS).

    I was wondering how to use filters to do it? For example it is possible to create another intruments list with only stocks who were priced between 1 and 10$ during a certain time frame (e.g. 2005 to now)?

    I've looked a little bit in the forum, tried a few things with market analyser and instruments manager but nothing obvious. Maybe a strategy and then export the results into a list?

    Hope you can point me in the right direction.
    Many thanks,

    Chris

    #2
    Hi Chris, there would be unfortunately nothing inbuild for this task of creating a 'scanned' instrument list, the strategy idea is probably best, but depending on the amount of historical data loaded you might run into memory issues again then.
    BertrandNinjaTrader Customer Service

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      #3
      Hi Bertrand,

      I've used a custom strategy and exported the results (stocks) into a smaller instrument list and now I don't run into the memory exception errors.

      If I am correct the market analyzer filters real time data mostly?

      Cheers,

      Chris

      Comment


        #4
        Originally posted by ch9090 View Post
        Hi Bertrand,

        I've used a custom strategy and exported the results (stocks) into a smaller instrument list and now I don't run into the memory exception errors.

        If I am correct the market analyzer filters real time data mostly?

        Cheers,

        Chris
        That's correct, it's for realtime filtering based on cell conditions / filters.
        BertrandNinjaTrader Customer Service

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          #5
          Thank you Bertrand. Fast and great support as always

          Comment

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