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running a strategy on multiple instruments

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    running a strategy on multiple instruments

    How do I run a strategy on multiple instruments without setting it up on the chart?

    #2
    Hello gordongekko,

    Thanks for your post.

    You can apply strategies in the strategy tab.

    Please see the helpguide link here: https://ninjatrader.com/support/help...t_strateg2.htm
    Paul H.NinjaTrader Customer Service

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      #3
      Isn't there a way to run it like it was in the market analyzer with lets say 20 instruments and I could run the strategy on all of the instruments in that list with one time frame configuration or do I have to run a separate instance of the strategy one instrument at a time via the market analyzer. If it's the latter that seems really inefficient for large-scale operations.

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        #4
        Hello gordongekko,

        Thanks for your reply.

        You can apply a strategy to an instrument list. When you add the strategy to the strategy tab, for the instrument just select an instrument list. The strategy tab will then be populated with the full list of instrument and strategies.
        Paul H.NinjaTrader Customer Service

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          #5
          Another question. Is there a way to limit the max number of total contracts that are allowed to be in play at any given time or a way to set the limit to a max margin amount for the entire account. There has to be a way to prevent it from taking on too much leverage when using an instrument list. So for example if you have $100,000 in an account and you run a strategy on a list of 20 futures contracts limiting each one to a 1 lot via the strategy settings yet you don't want it to have more than 10 total live contracts or have it use more than say $5000 in total margin. Or a way to set a max allowable drawdown on a strategy or account per 24 hours,etc. Is this possible?
          Last edited by gordongekko; 01-25-2018, 01:47 PM.

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            #6
            Hello gordongekko,

            Thanks for your reply.

            Each strategy will run independent of the others and will work within what you have programmed.

            You may instead want to consider creating a multi-instrument strategy to be able to monitor and control based on your account needs.
            Paul H.NinjaTrader Customer Service

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              #7
              ok so what you're saying is by running a single instrument strategy via a list is running a new instance of a single instrument strategy for each instrument and thus each instance/instrument will operate independently of the others and the only way around this currently is to add additional instruments to the strategy itself so you can use the contract limit feature that way and it would apply to all of the contracts? Also is there a way to code max allowable contracts, max allowable margin, or max allowable drawdown into the strategy itself via ninjascript?

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                #8
                Hello gordongekko,

                Thanks for your reply.

                There is no " contract limit feature", "...code max allowable contracts, max allowable margin, or max allowable drawdown ..."

                These can all be handled by C# variables you create in your ninjascript strategy.

                For a multi instrument strategy, please be sure to refer to: https://ninjatrader.com/support/help...nstruments.htm
                Paul H.NinjaTrader Customer Service

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                  #9
                  Thanks. I just wanted to know if it was possible to code this via ninjascript and the answer is yes so that's what I'll do.

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