Programmatically run Strategy Analyzer multiple times

[sajosh]

Hello,
Is there a way to programmatically run the Strategy Analyzer multiple times?

I have 40 strategies for 40 stocks. Right now I have to manually pair the SA Strategy drop down and the Symbol, then update the To Date to be today (all other parameters i've saved so no need to change them), then click Backtest. I need to do this every day in order to get the performance per day.

Is there a way to programmatically loop through that?

Or is there some other part of NT that I could use to do this?

I have tried a scripting language but it's not very reliable and the To Date still requires manual input because it's Windows Handle is not unique.

I don't see any other posts about this nor any functions in the Language Reference.

BTW, one might ask, why loop through SA so quickly. Well each strategy outputs By Bar data which I then aggregate to get the portfolio equity curve. Is there a better way to do this?

Thanks

[NinjaTrader_Joydeep]

Hello sajosh,
Thanks for your note.
Unfortunately there are no way to loop through the strategies. You can however backtest a list of instrument.

Create a list of instrument you want to backtest. Please refer to our help guide to know more http://www.ninjatrader.com/support/h...ment_lists.htm
Select the list in the Strategy Analyzer and backtest it (see attached screenshot)

[koganam]

Hello,
Is there a way to programmatically run the Strategy Analyzer multiple times?

I have 40 strategies for 40 stocks. Right now I have to manually pair the SA Strategy drop down and the Symbol, then update the To Date to be today (all other parameters i've saved so no need to change them), then click Backtest. I need to do this every day in order to get the performance per day.

Is there a way to programmatically loop through that?

Or is there some other part of NT that I could use to do this?

I have tried a scripting language but it's not very reliable and the To Date still requires manual input because it's Windows Handle is not unique.

I don't see any other posts about this nor any functions in the Language Reference.

BTW, one might ask, why loop through SA so quickly. Well each strategy outputs By Bar data which I then aggregate to get the portfolio equity curve. Is there a better way to do this?

Thanks

Why not just put the instruments in a list, and run the backtest on the list?

[sajosh]

Hi Koganam,
Can I do that when it's a 1 for 1 relationship? One strategy for each symbol.

What you say would work if i had one strategy for 40 symbols.

Right? Am I off?

Regards.

[koganam]

Hi Koganam,
Can I do that when it's a 1 for 1 relationship? One strategy for each symbol.

What you say would work if i had one strategy for 40 symbols.

Right? Am I off?

Regards.

You mean you have 40 different strategies, each tied to one different instrument, on a one-to-one basis?

If so, then using a list cannot work. A list will run a single strategy against all the members of the list.