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Testing MULTIPLE strategies at once

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  • NinjaTrader_Kate
    replied
    Hello UltraNIX,

    Thank you for your post.

    It would not currently be possible to test multiple strategies at once in the Strategy Analyzer as it does not have a full "account" associated with it. I've added a vote for you to a current feature request to have support for portfolio level backtesting so you could test multiple strategies at once. This request is being tracked under the number SFT-137.

    As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

    Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

    Please let us know if we may be of further assistance to you.

    Leave a comment:


  • UltraNIX
    started a topic Testing MULTIPLE strategies at once

    Testing MULTIPLE strategies at once

    I wonder, if it is possible to test multiple strategies at once, a.k.a. Kevin Davey's Strategy Factory approach in order to see, whether adding/removing certain strategy would help improve overall profit and lower max drawdown.

    If this feature is not yet implemented, I ask to create a ticket for that and cast my vote in. Thanks. Also, if it's not implemented, can you suggest any alternatives to it? Manual workaround (export trades to excel from various strategies -> calculate everything by hand) is very tedious.

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