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Aggregating Backtests
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Aggregating Backtests
Is it possible to aggregate multiple backtests (different strategies) to analyse equity curve, Sharpe ratio, drawdown etc.?Tags: None
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Hi GiantTreeTrader, welcome to the NinjaTrader forum.
Backtests can be done on multiple instruments at the same time by selecting an entire instrument list from the instrument selector e.g. Instrument>Futures>Select All. After you run the backtests you can go to the Analysis view towards the top left of the Strategy Analyzer window to view the trade results in various different ways. Backtests can also be exported to excel files where any number of things can be done with the trade results (right click on the trade list and select Export).
The Strategy Analyzer can also do various types of optimizations where it iterates through input parameters to find the best settings for a strategy.
Please let me know if I can assist any further.Chris L.NinjaTrader Customer Service
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