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Programmatically executing backtests

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    Programmatically executing backtests

    I am experimenting with genetic Algorithms.


    The concept is as follows. Have an application that processes the Gene populations. Each Gene is essentially the logic of a trading strategy. To establish the fitness of each Gene it will be necessary to instantiate NinjaTrader, and conduct a BackTest on the logic contained in the Gene.


    Does anyone know how I could go about instantiating NinjaTrader, and then programmatically executing a backtest. Im thinking that I may decode each gene and generate the "gene".cs within my application directly. That way all I need to do is to instantiate NinjaTrader and conduct the backtest on the specified instrument and time span. I would obviously need to get some information from the backtest, such as the net profit/Loss, etc etc.


    I am familiar with ProcessStartInfo() in .net but does anyone know if any better way to go about this?

    #2
    Welcome to our forums - have you checked already into the per default supplied Genetic Algorithm optimizer type with NinjaTrader?

    BertrandNinjaTrader Customer Service

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