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Entries Per Direction | Per Stock or Per Basket of Stocks

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    Entries Per Direction | Per Stock or Per Basket of Stocks

    When this entry is being used for a backtest, is the "Entries per direction" for each stock within the basket of stocks or for the entire instrument list? Say for the SP500, if entries per directions is 1, will this enter one position on the long side for each given stock in the sp500 or 1 entry on the long side for the entire sp500?

    #2
    Hello cfree5119,

    When you backtest against a list of instruments, it creates a separate strategy instance for each instrument. Each strategy instance would be considered independent, so you could potentially have entries for each instrument.
    Ryan M.NinjaTrader Customer Service

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      #3
      Very good... thank you.

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