Would be, especially too error prone for me to code 5 different strategies and 10+ different instruments into one. But thanks for the tip!
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NinjaTrader
Combined results for a backtest of a complete instrument list
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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.
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