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Strategy Analyzer across 1 year with a single instrument?

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    Strategy Analyzer across 1 year with a single instrument?

    For example, I'd like to run the analyzer against 1 year of ES data, but not sure if this is possible in a single pass, or if I have to break it out into 3 month blocks, corresponding to the rollover dates? I've been running it in blocks, e.g., ES 12-18, ES 03-18, etc., and selecting the start/end dates that correspond to those instrument periods... Can I select, for example, ES 12-18 and then put in the dates of 12/7/2017 - 12/12/2018, and run the optimizer. or will that skew things? Thanks!!!

    #2
    Hello indy73,

    Thank you for your post.

    Yes, you can set the analyzer for a longer period than just a contract period. Obviously this will take longer than using the Analyzer on a shorter time frame, but you can set the date range as far back as you either have historical data or as far back as your data provider gives you data for, whichever is greater.

    Here is a link to our help guide on using the Strategy Analyzer:
    https://ninjatrader.com/support/help...y_analyzer.htm

    Your merge policy will also affect how this works. You can learn more about merge policies here:
    https://ninjatrader.com/support/help...rge_policy.htm

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

    Comment


      #3
      Awesome, Kate -- thank you!

      Comment

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