Add On to control Strategy and Strategy Analyzer

[bjunaid]

Hi

I have been reviewing documentation regarding Addons in Ninja development.

Question1. I want to create an add on that will control my strategy by allowing me to add multiple filters or adding additional criteria to my strategy such as volume, momentum filter to check for volume. Basically strategy has its underlying entry criteria but the add on will be able to add or remove criteria. Is this possible?

Question2. I want to be able to use the addon to backtest and wslkforward test the strategies in strategy analyzer backtests and walkforward tests. Is this possible?

Thanks
Junaid

[NinjaTrader_ChrisL]

Hello bjunaid, thanks for writing in.

I made this example in the past on a shared static class where other scripts can attach to a "property changed" event so that they can know when a global property has changed:

https://ninjatrader.com/support/foru...dsaddonexample

With this concept, a strategy would be able to use global variables from the addon. Code can not be injected into a strategy from an addon.

Backtesting an addon would not be possible as the strategy analyzer only looks for scripts that inherit from the strategy class.

Please let me know if I can assist any further.

[bjunaid]

Thanks for the response.

I wi take a look at that code you shared much appreciate it.

If I want to automate the backtesting or forward testing process in order to find the best optimization for the strategy. What approach or tools are available to me.

currently I have to change the parameters manually when backtesting my strategy which is a very slow process.

thanks,

[NinjaTrader_ChrisL]

Hello bjunaid, thanks for your reply.

Unfortunately, there are no supported ways to automate backtesting in the Strategy Analyzer. I would not be able to give any suggestions on that. Using an optimization will iterate through a set of parameters for you and the data series can also be optimized. Also, you can run an optimization on a list of instruments if you create a custom instrument list through Tools>Instrument Lists and selecting that list in the Strategy Analyzer. The other preliminary settings must be set manually.

Best regards,
-ChrisL

[bjunaid]

Hi

Is there a way to run the strategy analyzer using an add on and then back test the strategies?

[NinjaTrader_ChrisL]

Hello bjunaid, thanks for your reply.

There is no supported way to automatically run backtests in the Strategy Analyzer, unfortunately.

Please let me know if I can help any further.