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Ranking big list of instruments based on indicator value?

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    Ranking big list of instruments based on indicator value?

    Hello,
    is there any way to rank a large basket of securities based on an indicator value?

    For example, rank 100 securities, based on ADX value on 5 mn time frame.
    Then get this rank in ninjascript (by highest value, descending) for further processing and order placements.

    #2
    Hello Duval,

    The Market Analyzer allows you to sort by a column such as an indicator value.

    Are you asking how to do this in code?
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Hello Chelsea,
      Yes, not only in code, but also when doing backtest.

      So for example, when a backtest calculation is done, I would need it to check ADX value for 100 instruments, rank them highest value descending, then for example place trades on the first 2.
      Last edited by Duval; 06-30-2019, 01:28 PM.

      Comment


        #4
        Hello Duval,

        To do something in a backtest it would have to be in the code.

        You would either need to add the instruments with AddDataSeries() or use BarsRequests.
        https://ninjatrader.com/support/help...dataseries.htm
        https://ninjatrader.com/support/help...arsrequest.htm
        Chelsea B.NinjaTrader Customer Service

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          #5
          Interesting.... is there a limitation to the number of dataseries I can add?

          Comment


            #6
            Hello Duval,

            NinjaTrader does not limit the number of times you can call AddDataSeries() or do BarsRequests.

            The limit will be with your broker or data provider and the number of simultaneous data requests allowed and the performance of your PC.
            Chelsea B.NinjaTrader Customer Service

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