Announcement
Collapse
Looking for a User App or Add-On built by the NinjaTrader community?
Visit NinjaTrader EcoSystem and our free User App Share!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less
Partner 728x90
Collapse
NinjaTrader
Overlaying historical performance
Collapse
X
-
Overlaying historical performance
I have a strategy that works well across multiple time frames. The results are not strongly correlated from say a 5min and a 240min chart. I would like to use the strategy on 4 time frames at a time. Is there any way to analyzwe historical performance as if I had the strategy applied across 4 time frimes as opposed to analyzing the results on a per time frame basis? thanks
Tags: None
-
Hi Bmatarese, thanks for your question.
In the Strategy Analyzer, you can enable "Optimize Data Series" when you are running an optimization and that will test different data series in the optimization. Multiple time frames can also be added to your script as well. Please read our guide on multi time frame and instrument scripts here.
With a multi-time frame script, you would not need to run 4 separate strategies and you can unify the trading logic for each time frame in one strategy.
Please let me know if I can assist any further.Chris L.NinjaTrader Customer Service
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by GussJ, 03-04-2020, 03:11 PM
|
16 responses
3,279 views
0 likes
|
Last Post
by Leafcutter
Today, 04:14 PM
|
||
Started by WHICKED, Today, 12:45 PM
|
2 responses
19 views
0 likes
|
Last Post
by WHICKED
Today, 03:36 PM
|
||
Started by Tim-c, Today, 02:10 PM
|
1 response
8 views
0 likes
|
Last Post Today, 02:52 PM | ||
Started by Taddypole, Today, 02:47 PM
|
0 responses
5 views
0 likes
|
Last Post
by Taddypole
Today, 02:47 PM
|
||
Started by chbruno, 04-24-2024, 04:10 PM
|
4 responses
51 views
0 likes
|
Last Post
by chbruno
Today, 02:38 PM
|
Comment