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Multi-day, multi-instruments backtesting

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    Multi-day, multi-instruments backtesting

    Hi,

    I would love to request a new feature that would make backtesting so much powerful for me: the ability to input a list of instruments on specific days to backtest our strategy on.

    I trade different instruments every day, and I have instrument lists for every day that I test my strategies on, but if I could test the strategies on all of these days at the same time, it would make my development incredibly faster, as I could see the overall result without changing day and instruments 30 times at every iteration.

    So for example, we could feed the strategy analyzer a list, in the form of a json file, txt list, whatever the form of the input, and it would run the strategy on all of these instrument + date:

    2022-08-10: MSFT, NVIDIA
    2022-08-11: SPY, MRNA, AMD
    2022-08-12: AAPL, TSLA

    etc etc

    Thanks for considering it! It would make the strategy analyzer so much more powerful for me.


    #2
    Hello RT001,

    Thank you for your suggestion.

    I've added a vote for you to an existing feature request for portfolio level backtesting, with a note that you would like to be able to select specific instruments for specific days. This request is being tracked under the number SFT-137.

    As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

    Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

    Please let us know if we may be of further assistance to you.
    Kate W.NinjaTrader Customer Service

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