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Backtesting and analysing through script

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    Backtesting and analysing through script

    Hello,

    Is it possible to perform backtests and analyse the results through script? I would like to do a backtest at the end of each day over a series of stocks and analyse the results (profit ratio etc).

    If it possible I could automate the process and have the results exported automatically without having to manually perform backtests each day.

    Thanks!

    #2
    Hello Siroki,

    Thank you for your post.

    Using the Strategy Analyzer would require manual input however, you can develop your own performance processing and export the results to an external file.

    For information on Performance values in NinjaScript please visit the following link: http://www.ninjatrader.com/support/h...erformance.htm

    For a sample on writing to an external file please visit the following link: http://www.ninjatrader.com/support/f...ead.php?t=3475

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