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NinjaTrader
backtesting strategy portfolio
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Hi turbofib,
I've received a tracking ID for your request.
Your request to backtest multiple different strategies simultaneously in the Strategy Analyzer is being tracked with ID #SFT-1047.
Please note it is up to the NinjaTrader Development to decide if and when a request will be implemented.
We appreciate your feedback on this topic. Please let me know of any other suggestions you have for the NinjaTrader platform.
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Hello turbofib
I've submitted a feature request on your behalf for the NinjaTrader Development to consider adding the ability to backtest multiple strategies at the same time.
Once I have a tracking ID for this request I will forward this to you for future reference.
I appreciate your patience.
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Hello esignal,
NinjaTrader does not have the ability to backtest all strategies at the same time.
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Originally posted by NinjaTrader_ChelseaB View PostHello esignal,
You would need to backtest each strategy individually. However, you can test multiple instruments by backtesting with an instrument list.
i want to backtest all Strategy Together (Non individually )
In your link
I DON'T SEE IT
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Hello esignal,
You would need to backtest each strategy individually. However, you can test multiple instruments by backtesting with an instrument list.
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each title of the portfolio I want to have its own strategy
In you link i don't see that
Ex:
i want backtesting together :
Nd100 with Strategy A
S&pFut with Strategy B
Apple with Strategy C
i want backtesting all ..together
is possibile or not?
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I wanted to ask another think
I want to know if there is management portfolio similar multichart (see link )
I would to like to backtesting and manage some stock,futures togheterLast edited by esignal; 09-11-2017, 05:37 AM.
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Hello eSignal,
The link to the external forum thread appears to be directed at NinjaTrader 7, for which I am not aware of a way to check there is historical data before adding an instrument.
However, with NinjaTrader 8 (the version this thread is in), there is a BarsRequest(). This could be used to check to see if there is a bar returned from a time frame. Theoritically this can be run anytime in any state, but be cautious, this method uses a lot of resources.
The data pulled from this cannot be used as an input series or as a data series, but it would provide information for you to make a switch to skip that particular instrument.
Its also not advised to use logic to add series. This can easily cause difficulties when backtesting and optimizing.
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backtesting strategy portfolio
Hi,
Look this
Hi, I'm currently looking at a few stock rotation strategies which involve many instruments and am having some problems with backtesting. So far, NT support has not been any help, and I'm not sure if there are any better ways to approach this. OnBarUpdate is not fired in Multi Instrument Backtest. - NinjaTrader Support Forum ( Basically, I'd like to take the current Russell 1000 and backtest my rotation/portfolio strategy on a large chunk of 2000-2015. However, NT does not call OnBarUpdate() …
I need to do it.......
How can i do?Tags: None
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