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Custom watchlist (different symbols on different days)

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    Custom watchlist (different symbols on different days)

    Does NinjaTrader support running strategy backtesting against a list of different symbols for different days? i.e. I'm looking to backtest a strategy against 5-10 symbols each day, but the list is different each day. So the upload mechanism would have to take both dates and symbols as inputs. Or is there a way to manually enter this in NinjaTrader or C#?

    #2
    Hello JasonH,

    This is not a functionality NinjaTrader is capable of.

    While you can read a text file in a script, and use that information to do a BarsRequest, it would not be supported to read that information and use this for dynamic AddDataSeries calls.

    From the help guide:

    "Arguments supplied to AddDataSeries() should be hardcoded and NOT dependent on run-time variables which cannot be reliably obtained during State.Configure (e.g., Instrument, Bars, or user input). Attempting to add a data series dynamically is NOT guaranteed and therefore should be avoided. Trying to load bars dynamically may result in an error similar to: Unable to load bars series. Your NinjaScript may be trying to use an additional data series dynamically in an unsupported manner."
    https://ninjatrader.com/support/help...dataseries.htm
    Chelsea B.NinjaTrader Customer Service

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      #3
      Thank you very much for the reply Chelsea

      Comment

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