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Feature Request for Stratetgy Analyzer - Portfolio Analysis

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    Feature Request for Stratetgy Analyzer - Portfolio Analysis

    Hello,

    So far I am exporting trade data of backtests to excel so I can analyze portfolio performance of multiple strategies. It would be a great help if I could sum up the backtest results in NT8. I was thinking of a feature where I could select strategies/backtests on the log tab in Strategy Analyzer for example, and the results would be combined on a click.

    Thanks;
    B.

    #2
    Hello Balage0922,

    Thanks for your post.

    We will create a feature request for a portfolio of strategies to backtest against a portfolio of instruments.

    If the feature request already exists, your vote will be added to it.

    In either case we will update this thread when we have the feature request number identified.

    Thanks in advance for your patience while we check into this and we appreciate the suggestions to improve the product.
    Paul H.NinjaTrader Customer Service

    Comment


      #3
      Hello Balage0922,

      Your request has been assigned to the existing feature request identified as SFT-137, "Portfolio level backtesting". This thread is link with the request.

      A feature request does not mean that the feature will or will not be implemented but does provide program management with input they can review for potential inclusion in a future release. If included in a future release, it will be identified in the release notes of the version it is first released in. Here is a link to where you can find release notes for each version: https://ninjatrader.com/support/help...ease_notes.htm

      Thanks for your input.
      Paul H.NinjaTrader Customer Service

      Comment


        #4
        Hi Paul, thanks for the update!

        Comment


          #5
          Second that. Pretty sure my vote has already been added previously.
          Steve L
          NinjaTrader Ecosystem Vendor - Ninja Mastery

          Comment


            #6
            Is there any update with this? I have requested this feature to be added a few years ago too. Wealth Lab develpoer and Tradestation can already do portfolio level analysis of different strategies on different instruments as well.

            Comment


              #7
              Hello Fecdzo,

              Thanks for your post.

              The feature request remains open.

              Feature Request Disclaimer.
              We receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing.
              When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number will be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.
              Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

              Paul H.NinjaTrader Customer Service

              Comment


                #8
                Hi,
                I'd also like to see this feature, but can't imagine, this will ever take flight.
                Running multiple strategies in parallel can imply to trade the SAME instrument in different strategies at the same time, which is something Ninja strongly advises against (see post No. 20).
                https://ninjatrader.com/support/foru...behavior/page2
                Competition can handle this (which is the background for my suggestion in post No. 21).
                And NO, I don't want to re-code everything into a single master strategy only because I want to play Lego and combine strats as I like to see if this gives me an edge.
                NT-Roland

                Comment


                  #9
                  I'm also extremely interested in portfolio backtesting and live trading of multiple strategies in NT. Not having this capability is the only thing keeping me on Multicharts. Any updates?

                  Comment


                    #10
                    Hello tactevo,

                    Thanks for your post.

                    The feature request, SFT-137, "Portfolio level backtesting", remains open.

                    We will add your vote for the feature requested.

                    Feature Request Disclaimer.
                    We receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing.
                    When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number will be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.
                    Release Notes - https://ninjatrader.com/support/help...ease_notes.htm
                    Paul H.NinjaTrader Customer Service

                    Comment


                      #11
                      Please add my vote too. This should be super simple to implement. Make each backtest individually and save it and then sort the trades in chronological order.

                      NT8 basically has this already with the "Trade Performance" window (Link: NinjaTrader 8). This should just be implemented for backtests.

                      Comment


                        #12
                        Hello KirkHammett,

                        Thanks for your post.

                        Your vote has been added to SFT-137.
                        Paul H.NinjaTrader Customer Service

                        Comment


                          #13
                          Hello, please add my vote to SFT-137.

                          Regards

                          Comment


                            #14
                            Hello walter739,

                            Thanks for your post.

                            Your vote has been added to SFT-137.

                            Thank-you.
                            Paul H.NinjaTrader Customer Service

                            Comment


                              #15
                              Hello, please add my vote to SFT-137.


                              Regards

                              Comment

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