I'd like to backtest a multi strategy on market replay using the same instrument (like if i had 2 separate accounts to place orders on the same instrument). What i'd like to do is Go Long and Go Short simultaneously. I tried copying the files in market replay and renaming them to an unused symbol but ninjatrader reports an error about an invalid instrument. Any ideas how i can test this?
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Run Multi Strategy On the Same Instrument
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Run Multi Strategy On the Same Instrument
SORRY WHAT I MEANT TO SAY IS SAME STRATEGY (ONE CODE BASE THAT OPERATES ON THE SAME INSTRUMENT)
I'd like to backtest a multi strategy on market replay using the same instrument (like if i had 2 separate accounts to place orders on the same instrument). What i'd like to do is Go Long and Go Short simultaneously. I tried copying the files in market replay and renaming them to an unused symbol but ninjatrader reports an error about an invalid instrument. Any ideas how i can test this?Last edited by bc24fl; 08-16-2019, 07:13 AM.Tags: None
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Hello bc24fl,
Thanks for your post.
I also ran into the same issue when trying your approach. We recommend that you run replay in your case on the one instrument with one strategy and repaet as needed for you various strategies.
I will create a feature request on your behalf to allow the platform to provide multiple playback accounts which would be the best solution.
I will update this thread when i have further information on the feature request.Paul H.NinjaTrader Customer Service
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Hello bc24fl,
Thanks for your reply.
With live data you can create multiple simulation accounts. When you apply the strategy, you can then select the account for the strategy to use, so you can use the same strategy and when you apply it NinjaTrader actually creates an instance (copy) of it for use adjusted according to the settings you apply in the UI (such as account).Paul H.NinjaTrader Customer Service
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Originally posted by NinjaTrader_PaulH View PostHello bc24fl,
Thanks for your reply.
With live data you can create multiple simulation accounts. When you apply the strategy, you can then select the account for the strategy to use, so you can use the same strategy and when you apply it NinjaTrader actually creates an instance (copy) of it for use adjusted according to the settings you apply in the UI (such as account).
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Hello bc24fl,
Thanks for your patience.
The feature request to allow for multiple playback accounts already exists and your vote was added to it.
The feature request is identified as SFT-1688 for future reference.
If implemented in the future, it would be listed in the release notes of the version first released in.
You can find all release notes here: https://ninjatrader.com/support/help...ease_notes.htm
Paul H.NinjaTrader Customer Service
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