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Backtesting API

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    Backtesting API

    Can I do backtesting through an API without using the NinjaTrader UI? I would like to be able to write a program that creates strategies, and backtests them programmatically.

    #2
    Hello TraderJohn,

    Thank you for your post and welcome to the NinjaTrader Support Forum!

    NinjaTrader will need to be running in order to connect to a supported API and backtest.

    However, it may be possible to do this on your own in Visual Studio through unsupported code. This would not be supported in NinjaScript and we have no documentation on such a method of backtesting outside of NinjaTrader.

    Please let me know if I may be of further assistance.
    Patrick H.NinjaTrader Customer Service

    Comment


      #3
      backtesting API exposure

      Originally posted by NinjaTrader_PatrickH View Post
      Hello TraderJohn,

      Thank you for your post and welcome to the NinjaTrader Support Forum!

      NinjaTrader will need to be running in order to connect to a supported API and backtest.

      However, it may be possible to do this on your own in Visual Studio through unsupported code. This would not be supported in NinjaScript and we have no documentation on such a method of backtesting outside of NinjaTrader.

      Please let me know if I may be of further assistance.
      But I'm sure you have API for backtesting ... you definitely call some optimization functions when executed from the GUI ... could one call such optimization functions from within a ninja script ?
      Usecase: dynamic re-optimization from within a strategy performance evaluation (say you want to re-optimize dynamically from the code, each 100 bars ...)

      Bottom line is ... what's the use of running an external optimization library since Ninja has its own already ... that can be leveraged?

      thanks

      Comment


        #4
        Hello andrei.reiand,

        Thank you for your post.

        The functionality of the optimizer is based in the Strategy Analyzer, there is no means to call a library of functions for the optimizer.
        Patrick H.NinjaTrader Customer Service

        Comment


          #5
          Thanks for clarification. can you please add a feature request to give API access to the optimization engine?
          I believe the strategy analyser is a function-based piece of code - those functions can be more or less easily exposed.
          It would be a great functionality!

          Comment


            #6
            Hello andrei.reiand,

            I have forwarded your request to development.
            Patrick H.NinjaTrader Customer Service

            Comment


              #7
              This feature request has been assigned the ID SFT-1712.
              Patrick H.NinjaTrader Customer Service

              Comment


                #8
                Will this include functionality as described in the following request?

                http://ninjatrader.com/support/forum...reply&p=445759

                Where do we follow development of SFT-1712?

                Thanks
                Last edited by tornadoatc; 02-19-2017, 08:40 AM.

                Comment


                  #9
                  Hello tornadoatc,

                  Thank you for your post.

                  SFT-1712 would not include the description as in the thread you referenced. SFT-1712 is for programmatically calling the backtests without using the Strategy Analyzer. However, through this one could set up their own system to run a series of tests as you described in the other thread.

                  The feature request id is for internal reference to the suggested feature. There is no public tracking for feature requests.

                  Please let me know if you have any questions.
                  Patrick H.NinjaTrader Customer Service

                  Comment


                    #10
                    Progress on SFT-1712?

                    Hi, Just wondering if there has been any progress on functionality related to programming a strategy analyzer run?

                    Thanks,
                    ATC

                    Comment


                      #11
                      Hello tornadoatc,

                      Thank you for your post.

                      We would not have an update on this item at this time.
                      Patrick H.NinjaTrader Customer Service

                      Comment

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