Backtesting multiple strategies in sync

[stewarco]

Hello. I've developed a couple of independent strategies, and am interested in backtesting them in parallel. Is there an easy way to do that, or do I just need to merge the code and run them effectively as one strategy on two different instruments?
Thanks

[NinjaTrader_JoshG]

Hello stewarco,
Thanks for your post.

What exactly do you mean by running them in parallel?

Are both strategies programmed the same? Do you want to test different strategies on the same time frame or instrument?

[stewarco]

clarification

Sorry, what I mean is that they are completely independent strategies, but I would like to aggregate the results to see the collective performance.
If I run the backtester on each separately, I can see the net profit of each, and over a given time frame obviously in terms of total net profit I can just add the two, but in terms of things like drawdown, they aren't necessarily additive, e.g. if max Drawdown on strat 1 = 25k, and max Drawdown on strat 2 = 15k, it's possible that max Drawdown on the two together is only 10k if they are somehow inversely correlated.

[NinjaTrader_JoshG]

I see what you mean now. Thanks for clarifying.

This is not currently possible so you would need to combine both strategies into one strategy to get the performance results combined.

Additionally, I see that this has already been submitted as a feature request so I will have a vote added to that request on your behalf.

[stewarco]

thanks

yes, I imagine many people would find this useful. thanks.

[Bionian]

Please add another vote to being able to test multiple strategies concurrently. Thanks.

[NinjaTrader_ChelseaB]

Hello Bionian,

This is being tracked with ID# SFT-2792.

stewarco, and Bionian I've added your votes as well.

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

[mase2005]

+1 vote please

[NinjaTrader_ChelseaB]

Hello mase2005,

Welcome to the NinjaTrader forums!

I've added your vote to SFT-2792. Thank you for your feedback.

[walter739]

Please add my vote to SFT-2792.

Regards

[NinjaTrader_ChelseaB]

Hello walter739,

I've added your vote to SFT-2792 as well.

Thank you for your voice.