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All companies in S&P 500
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All companies in S&P 500
Is it possible to run strategy against all individual companies comprised S&P 500 automatically?Tags: None
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Hello PageNotFound404,
Thanks for your post.
Yes, it is possible.
There are two approaches, you can run one strategy and add all 500 instruments to the one script or you can create one script and apply it 500 times, or some variation between those two extremes.
Your PC or VPS would be the limitation. You can apply the strategies directly in the strategies tab so that you do not have to deal with the overhead of creating charts. I would also suggest minimizing as much as practical the amount of historical data loaded.
Paul H.NinjaTrader Customer Service
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Hello, I have a related question. I have been running a strategy on each instrument in the S&P500 for about 2 years by creating a single instrument script and applying it 500 times. It works surprisingly well, considering its on a cloud based semi ok virtual PC. I was wondering, is there any performance benefit to changing the strategy to multi instrument with all 500 instruments added to the one script? NT and my PC aren't thrilled when I enable 100 instruments at a time x5, but perhaps it would be equally not thrilled enabling a multi instrument strategy with 500 instruments?
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Hello RobotSyndicate,
While there would be less overhead with one script instance in memory trading multiple instruments, having 500 instruments could start causing some issues if one of the instruments doesn't want to load.
With all of these separate, you can keep some instruments running and restart others if other instruments have any kind of error or performance issues.Chelsea B.NinjaTrader Customer Service
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