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backtesting strategy portfolio

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    backtesting strategy portfolio

    Hi,
    Look this

    https://futures.io/ninjatrader/35405...g-problem.html

    I need to do it.......
    How can i do?

    #2
    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.

    http://ninjatrader.com/support/helpG...arsrequest.htm

    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.
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      I wanted to ask another think

      I want to know if there is management portfolio similar multichart (see link )

      https://www.multicharts.com/trading-...rtfolio_Trader


      I would to like to backtesting and manage some stock,futures togheter
      Last edited by esignal; 09-11-2017, 04:37 AM.

      Comment


        #4
        Hello esignal,

        Yes, you can backtest an instrument list in NinjaTrader.

        http://ninjatrader.com/support/helpG...testProperties

        When selecting the Instrument drop-down, select an instrument list, select 'Select All'
        Chelsea B.NinjaTrader Customer Service

        Comment


          #5
          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?

          Comment


            #6
            Hello esignal,

            You would need to backtest each strategy individually. However, you can test multiple instruments by backtesting with an instrument list.
            Chelsea B.NinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_ChelseaB View Post
              Hello 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
              http://ninjatrader.com/support/helpG...testProperties

              I DON'T SEE IT

              Comment


                #8
                Hello esignal,

                NinjaTrader does not have the ability to backtest all strategies at the same time.
                Chelsea B.NinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by NinjaTrader_ChelseaB View Post
                  Hello esignal,

                  NinjaTrader does not have the ability to backtest all strategies at the same time.
                  i'm interested to have it...

                  it's possible to request feature about it?

                  Comment


                    #10
                    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.
                    Chelsea B.NinjaTrader Customer Service

                    Comment


                      #11
                      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.
                      Chelsea B.NinjaTrader Customer Service

                      Comment

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