Backtesting on multiple Instruments and account size

[bugo11]

Hello,
I would like to know if there is any possible way to backtest multiple instruments via Instrument List,
while testing them in parallel instead of serial, and tracking an account value.

The problem I have right now is I can’t understand the profits and losses since each instruments have ‘unlimited money’ to backtest
while in reality there could be multiple positions open at the same time, each with a percentage of the portfolio.

i would like to know if there is a way to implement account value to start with in backtest while tracking positions in parallel instruments.

thank you in advance.

[NinjaTrader_ChrisL]

Hello, thanks for your post.

In the instrument list on the analyzer, you can select "select all" to perform the backtest on an entire list of instruments. If you are seeing the backtests are done in serial, I will need to submit a feature request to request we process the backtest in parallel.

There is a feature request in the works that is requesting Portfolio based backtesting, ID# SFT-137. For a solution now, you can set up a variable in your script that represents the cash value of the account and add or subtract the PnL of each trade from that variable.

Please let me know if I can assist any further.

[bugo11]

Hello, thanks for your post.

In the instrument list on the analyzer, you can select "select all" to perform the backtest on an entire list of instruments. If you are seeing the backtests are done in serial, I will need to submit a feature request to request we process the backtest in parallel.

There is a feature request in the works that is requesting Portfolio based backtesting, ID# SFT-137. For a solution now, you can set up a variable in your script that represents the cash value of the account and add or subtract the PnL of each trade from that variable.

Please let me know if I can assist any further.

Hi Chris, thank you for your response,
i already know hot to backtest an insttument list by "select all", but as i mentioned the backtest simply run every instrument as a different instance, so your solution can not work for me.

however, portfolio based backtesting looks more liks what i'm searching for, if i understand correctly, this will must be a parallel test of all instruments in a list while tracking a static start for cash value.

if i did understood correctly, please add my vote!