Filter instruments list

[ch9090]

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

[NinjaTrader_Bertrand]

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.

[ch9090]

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

[NinjaTrader_Bertrand]

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.

[ch9090]

Thank you Bertrand. Fast and great support as always