Portfolio Testing

[ciaranfryan]

Hi,

Is it possible to test a strategy simultaneously on a particular group of instruments within the strategy analyzer?

For example if I want to select a particular group of 10 or 20 uncorrelated instruments and run my strategy on them simultaneously over a specific timeframe to see how the account as a whole would have done is this possible?

Thanks,

[NinjaTrader_RyanM1]

Hello ciaranfryan,

Yes, you can run a strategy against a list of stocks. From the strategly analyzer screen right click on a list > backtest. It will run the strategy against all instruments in the list. Version 7 offers a cumulative report feature.

See here for instructions on creating an instrument list.