Multiple strategies backtesting

[billitin]

Hi, I'm getting my feet wet with strategy testing and couldn't find a key to the following issues:

(i) How do I review compound performance of several backtested strategies (so that when tested on the same chart their performance measures would all add up on one single report)

(ii) Is there a way to backtest multiple strategies without having to start them in real-time? (A popup menu for running a strategy from the 'Strategies' tab in the Control center has only two options - 'Real-time' and 'Historical and Real-Time', but where's just 'Historical' gone?)

What I'm doing is in an open security chart I'm selecting a few strategies to populate the 'Strategies' tab in the Control center, and then running them from there.

Thank you.

[NinjaTrader_Ray]

1) Unfortunately not currently supported.

2) Use the Strategy Analyzer to analyze historical backtest performance

[billitin]

Can I then somehow use Strategy Analyzer to backtest multiple strategies on the same graph? Also, as a hypothesis maybe there is a tedious way to display compound performance by, say, exporting all strategy reports into one text file each, and then combining all text files into one and exporting it into NT to get the desired result? I'm ready to do some tricks to get it working if there are any non-standard ways...

[NinjaTrader_Ray]

Combining multiple backtests into one performance report is currently not supported. This is on our list as a future enhancement consideration.

[billitin]

Thanks for the quick reply, Ray!

[bkout]

any update on this?

Combining multiple backtests into one performance report is currently not supported. This is on our list as a future enhancement consideration.

this was posted in 2008 -- any way to work it now? I'd like to combine the reports from my long signals (on a 15 min chart) with my short signals (from a 5 min chart) into one Cumulative Profit chart etc

[NinjaTrader_Bertrand]

bkout, unfortunately not per default. You could combine the signals though in a MultiSeries strategy for example and then generate cumulative statistics in our Strategy Analyzer.

An external add on that could combine reports together for you, would be MooreTech's Portfolio Analyzer.

[sdd80]

bkout, unfortunately not per default. You could combine the signals though in a MultiSeries strategy for example and then generate cumulative statistics in our Strategy Analyzer.

An external add on that could combine reports together for you, would be MooreTech's Portfolio Analyzer.

Hello, I know this is an old thread but I'm interested in such an add on. I googled "MooreTech's Portfolio Analyzer" but nothing came up. Is it dead? Are there other similar add ons?

Thanks

[NinjaTrader_ThomasC]

Hello,

Thank you for your post.

I am unaware of a specific indicator that would meet these needs, however, you can search our list of vendors through the link below. Simply enter a vendor name or search by using our filter categories. Once you have identified your vendor of choice, please visit each vendor's site for more information or contact them directly to learn more:

https://ninjatraderecosystem.com

You can locate the contact information for the vendors on their direct websites for any additional questions you may have. Since these vendors are third-party services for NinjaTrader, all pricing and support information will need to be obtained through the vendor.

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