Multiple Strategy

[CRCatNinja]

I have searched "multiple strategy" and have found good info but:

Simple Question:

I have 2 strategies (one Long and one Short). They will overlap each other. CAN I BACKTEST 2 STRATEGIES AT THE SAME TIME ON INSTRUMENT? (Or do I need to combine the strategies into 1 strategy?

If I can run 2 strategies, can someone identify the steps to backtest?

Thanks,

[Anagoge]

If the strategies need to coordinate with each other, you will need to combine the strategies, unless you want to do some more in-depth hacking to manually share information between them (global variables, shared files, shared memory, etc.). One feature I suggested to make this easier to manage was to allow grouping and showing backtest statistics based on groups of signal names, so that you could combine strategies, but still break out and analyze the trade results in the original groups without having to export to Excel, etc.

If your strategies are completely separate entities, you can just run them both separately. I haven't found backtesting multiple strategies at once works that well, though.

[CRCatNinja]

In live mode, Can NT execute 2 or more strategies simultaneously?

My long entry has a longer stop loss and therefore, would include the quick, scalp trades that my short entry would trigger on its own.

[NinjaTrader_Ben]

Hello,


Yes, you can use two strategies at the same time; however you may want to combine them within one strategy.