Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Combined results for a backtest of a complete instrument list

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    #16
    Originally posted by adamus View Post
    The work-around that I use to obtain multiple instrument drawdown (or portfolio drawdown for want of a better term) is to code a multiple instrument strategy.

    There are big downside issues - coding the strategy is really complex, it's tedious and error-prone to change the instruments in the portfolio, and you also lose the ability to see the breakdown of backtest results by single instrument.
    lol, ouch. That sounds like some serious complexity.
    Would be, especially too error prone for me to code 5 different strategies and 10+ different instruments into one. But thanks for the tip!

    Comment


      #17
      Different strategies too?!?! I hadn't got that far. And you do that with the trade P+L in excel?

      Comment


        #18
        I didnt say I do it.
        But it wouldnt be too hard since u got the time of all trades.

        Comment


          #19
          I see. The NinjaTrader developers are unlikely to add this soon as far as I'm aware. I asked last year and one of the support guys here told me that this is how they do it because this is what most of their customers want.

          It reinforces my impression that NinjaTrader is primarily a charting package for hard-core chart users, and that mechanical backtesting was an add-on, but not built for the hard-core backtesters like you and me who want to do multiple instruments.

          It would be fantastic to have it and I have several times almost dropped NT for other packages, but fortunately for NT, the threat of the unknown is greater than the inconvenience with this issue.

          Comment

          Latest Posts

          Collapse

          Topics Statistics Last Post
          Started by marco231, 03-20-2024, 03:56 PM
          7 responses
          174 views
          0 likes
          Last Post marco231  
          Started by Irukandji, 04-22-2024, 04:33 AM
          7 responses
          36 views
          0 likes
          Last Post Irukandji  
          Started by Irukandji, Today, 01:56 AM
          0 responses
          5 views
          0 likes
          Last Post Irukandji  
          Started by Blaze212, Yesterday, 07:18 PM
          1 response
          13 views
          0 likes
          Last Post Blaze212  
          Started by ramckay, Yesterday, 08:18 PM
          0 responses
          8 views
          0 likes
          Last Post ramckay
          by ramckay
           
          Working...
          X