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Strategy Analyzer API

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    Strategy Analyzer API

    Hello,

    I would like the ability to programmatically define a series of backtest / optimizations. I see that we can define and select an Instrument group to perform a series of backtests / optimizations. But I am unable to test / optimize each of the instruments with a different Bar Type, Bar Value, time window or set of optimization ranges.

    Additionally, I want the ability to analyze the optimization results to help further refine a second set of optimization parameters. IOW, first a System Discovery optimization and second a parameter optimization could be programmed.

    This is not novel as other NT competitors have this type of functionality.

    At a minimum, it would be helpful if we were able to define series of strategy analyzer templates and then run this series of backtest / optimizations. The series of templates could be defined by the user as a JSON file format and then selected within the strategy analyzer to be launched.

    Thanks
    Last edited by tornadoatc; 01-27-2016, 03:24 PM.

    #2
    Hello tornadoatc,

    Thank you for your post.

    I will bring this suggestion to the attention of our development team for further consideration.

    We appreciate your suggestion!
    KyleNinjaTrader Customer Service

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