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Possible to aggregate backtest performance results of multiple products at once?

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    Possible to aggregate backtest performance results of multiple products at once?

    Hello,

    One thing I love about Ninja Trader is the ease in which I can test a strategy on multiple products at the same time.

    I like how I can click on each backtest results chart separately and can look at each product's performance grid and reports separately.

    Is it also possible to actually aggregate each product's performance grid and reports into one master performance grid and master reports? I realize that aggregating the charts wouldn't make sense, but I would love to get a single aggregate performance grid of a backtest against, for instance, every US Stock Index Futures contract.

    Thanks in advance,

    ChiTrader2000

    #2
    Unfortunately this is not supported. I will forward your suggestion to our development team and ask them if they can add this to the list of future considerations for the software.

    Thank you for your feedback.

    Comment


      #3
      New v. of NT: Aggregate backtest performance results of multiple products at once?

      Ninja Trader Development Team,

      Is there any way that the next version of Ninja Trader will support aggregating backtest performance results of multiple products at once?

      My traders test 100's (sometimes 1000's) of contracts at once in Ninja Trader (which is an awesome feature) but their NinjaTrader performance reports are per-contract not for the entire set of tested contracts in total.

      We may have only 10 trades per contract, making the performance reports on a per-contract basis not helpful due to a lack of statistical significance, but if all 10,000 trades (10 per contract * 1000 contracts) were presented on the same performance reports, the traders would actually be able to decide, based on 10,000 trades, if their trading ideas might work in the future.

      Thank you for considering this very valuable addition to your performance reports functionality!

      ChiTrader2000

      Comment


        #4
        Your suggestion is on the list of future considerations for the software.

        Thank you for your feedback.

        Comment


          #5
          I have been informed that NinjaTrader 7 will support aggregate performance reporting of a basket of instruments.

          Comment


            #6
            NinjaTrader_Jason,

            This is awesome! My traders are going to love it!

            Thanks so much to the NinjaTrader programmers for doing this!

            ChiTrader2000

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