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Trading pairs and subminute data?

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    Trading pairs and subminute data?

    I just wrote a simple multiasset trading system. Unfortunately on backtesting only the primaryseries is traded. Is there a way to backtest at least 2 assets together? How would it be in a walk-forward test - I mean applying the system in realtime?

    Second question: What kind of bars are possible in NT? Seconds? Tickbars?

    #2
    When backtesting multi-asset strategies, all instruments are tested as one test. In the Summary tab, you will see results for all assets combined, not separated. You can tell by just clicking on the "Trades" tab, you will see trades for all markets traded.

    We support:

    Tick
    Volume
    Minute
    Seconds
    Daily
    Weekly
    Monthly
    Yearly

    of an compression level. Range bars will be added this fall.
    RayNinjaTrader Customer Service

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