Backtesting Two Strategies Together

[aarone]

This has probably been asked in one form or another but,

I'd like to backtest two seperate strategies, each on there own instrument, for the same time period to determine how they work together(kind of like viewing the performance of a diversified portfolio)... i.e. max drawdowns, daily profit, cumulative profit curve, etc. Sure, I can run two strategy analysers to show two sets of charts and graphs, but is it possible to run them in tandem to show daily profit(or cumulative profit) on one graph for the two strategies together???

The alternative might be to dump the data of both analysis into excel and combine them on one graph that way, but if I can do it through NT, then I defiinately appreciate your help!

Thanks

[NinjaTrader_RyanM1]

Hi aarone,

Welcome to the NT forums and thanks for posting here. Currently to get performance from two separate strategies you would need to run them each separately. There's no issue though if you wanted to combine logic from multiple strategies into one that you could backtest.

[aarone]

Thanks for the fast reply!

I'm a little confused however... when you say, " combine logic from multiple strategies into one that you could backtest" does that mean you are running two strategies within the same script but on the same instrument? If that's the case, then it's not possible on multiple instruments, correct?

[aarone]

I guess what I'm getting at is, I saw on a website tradingcoders.com, they showed the cumulative profit for a single strategy then compared that line graph to that of multiple profitable strategies together. Did they do this through NT or on there own using other data techniques only to mimic that of NT's graph? Id like to do the same, one way or the other. Any help?

[NinjaTrader_RyanM1]

You can backtest a single strategy against multiple instruments, but all performance reports would be 1 strategy at a time in NT. Combining multiple strategies into one means that instead of two separate strategies, you have one that's made to do what the two strategies do separately.

[yubo27]

hey Aarone, I'm also trying to test multiple strategies together, on multiple instruments. Did you ever get this to work on Ninja? Thanks.