How to back test with end of day data

[basskickit]

Hello NT Support,

I would like to back test swing trade strategies. I have installed NT7 and have historical end of day data from NYSE, NASDAQ and AMEX. I would like to back test my strategy using a selected year's data. For example. 2012 to 2013.

How do I scan a universe of stocks for entry signals?
Eg, Jan 7, 2013 scan all the stocks for that day for my entry signals.
Jan 8, 2013 scan again, etc....

Thanks,
Bass.

[NinjaTrader_PatrickH]

Hello Bass,

Thank you for your post.

You would run a basket test of the strategy on an Instrument List that contains your desired instruments.

For information on Instruments List please visit the following link: http://www.ninjatrader.com/support/h...ment_lists.htm

For information on basket tests please visit the following link: http://www.ninjatrader.com/support/h...asket_test.htm

Please let me know if I may be of further assistance.

[basskickit]

Hi Patrick,

Thanks for this. Having read the doco for the links it looks like this type of back testing is geared towards an automatic ninjascript strategy. Unfortunately, while that is part of the end game, I'm not quite up to that level yet.

I was hoping to do the following:
1) Program in a list of criteria as my entry signal
2) Run the criteria against the instrument list
3) Have only the stocks that meet the criteria show up in the list.

Is that possible?

Cheers,
Bass

[NinjaTrader_PatrickH]

Hello Bass,

Thank you for your response.

It is possible to add in the instruments to the strategy alone and have the strategy run the conditions against the entire list and only take the positions that return true for the conditions. However, this can become a performance issue due to the amount of processing on the data that is needed.

Another way to achieve this is to just create a strategy instance on the Strategies tab for each of the instruments, so that way the conditions are only applied to one instrument in the code but the strategy has been set up on multiple instruments.

If you wish to add the instruments in the code please refer to the following link for information on multiple instruments and bar types in your code: http://www.ninjatrader.com/support/h...nstruments.htm

For information on running NinjaScript Strategies please visit the following link: http://www.ninjatrader.com/support/h...strategies.htm

Please let me know if you have any questions.