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    stock screener

    Hi there,

    So I recently created a strategy and the results of the backtests are positive. The 'problem' with the strategy in ninja is that you have to run it every single day which takes a long time and I would need constant live data in order to let it run.
    Is there a stock screener feature in ninjatrader where I just fill in the inputs of my strategy and the screener screens all stocks with no live connection (eod data) ?
    I found a bit about the marketanalyzer but i'm not sure if this is what I need

    Greetings,
    Sebastiaan

    #2
    Hi SebastiaanR, thanks for your post.

    We have the strategy analyzer where you can backtest your strategy over an instrument list. Select your strategy from the analyzer window then select something like Instruments>Futures>"Select all", or make your own instrument list. You will need to connect to Kinetick EOD and only backtest on Daily data.



    Please let me know if I can assist any further.
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      Hi Chris,
      Thank you for your reply
      However I did not mean that. So basicly, my strategy is done and backtested.
      The goal now is to run this strategy once every day at night with a screener. I know that I can run the strategy in the strategie tab every day, however I would need to give the correct starting date in order to make sure it runs correctly and this takes a lot of time to load.
      My question was if ninjatrader has a screener function where I can screen for the parameters of my strategy and check if I should buy that stock. This would be done once a day in the evening.

      Comment


        #4
        Hi SebastiaanR, thanks for your reply.

        You can make a custom market analyzer column script and apply it to a Market Analyzer window.



        There are several MA columns available by default to use as an example. Note an MA column won't submit trades in any supported way, but it can tell you which instrument to run your strategy on.

        Please let me know if I can assist any further.
        Chris L.NinjaTrader Customer Service

        Comment


          #5
          Hi Chris,

          Thank you for your reply.
          Would I need a live connection with my broker for this feature ? Or can this run without a connection ? So can I first download all data of the day I want to use it and then use the analyze with historical data ?

          Comment


            #6
            Originally posted by SebastiaanR View Post
            Hi Chris,

            Thank you for your reply.
            Would I need a live connection with my broker for this feature ? Or can this run without a connection ? So can I first download all data of the day I want to use it and then use the analyze with historical data ?
            A scanner is better made using an indicator. Transfer the logic of your strategy into an indicator; put your decisions into a Series<double> or Plot, and index off of that in the Market Analyzer.

            Comment


              #7
              Originally posted by koganam View Post

              A scanner is better made using an indicator. Transfer the logic of your strategy into an indicator; put your decisions into a Series<double> or Plot, and index off of that in the Market Analyzer.
              Hi koganam,

              Thanks for the advice ! I will look into it.
              Do u know if I need a live connection to run it ? Or can this be done with historical data (the eod data of the current day)

              Comment


                #8
                Originally posted by SebastiaanR View Post

                Hi koganam,

                Thanks for the advice ! I will look into it.
                Do u know if I need a live connection to run it ? Or can this be done with historical data (the eod data of the current day)
                As far as I can see, you can analyze with historical data, but you must have realtime data stored in order to do so.

                Comment


                  #9
                  Originally posted by koganam View Post

                  As far as I can see, you can analyze with historical data, but you must have realtime data stored in order to do so.
                  When I enter stocks into the market analyzer and add something like RSI it doesnt do anything. No numbers or anything shows up.
                  edit : I got it working. Entered the wrong start date -.-
                  Last edited by SebastiaanR; 05-24-2020, 07:36 AM.

                  Comment


                    #10
                    Originally posted by SebastiaanR View Post

                    When I enter stocks into the market analyzer and add something like RSI it doesnt do anything. No numbers or anything shows up.
                    edit : I got it working. Entered the wrong start date -.-
                    Nice to see that you have it working. All the best.

                    Comment


                      #11
                      Originally posted by koganam View Post

                      Nice to see that you have it working. All the best.
                      Thank you very much for the help !

                      Comment

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