multiple time frame backtesting

[daniel olofsson]

Is the backtesting function compatible with multiple time frames in NT 7? It seems like the cumulative percentage function is off but net profit works? Any comments?

[NinjaTrader_RyanM1]

You can use multiple time frames in a strategy. The first series is specified when you run the strategy. The second (and any subsequent series) are hard coded in. You can see a sample multi series strategy by clicking tools > edit NinjaScript > Strategy > SampleMultiTime frame.

I'd take a look at our performance calculations here if you want to double check the math:

http://www.ninjatrader.com/support/helpGuides/nt7/statistics_definitions.htm