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Any way to back test / Optimize a group of strategies?

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    Any way to back test / Optimize a group of strategies?

    Is there any way to back test or optimize a group of strategies? Each strategy is used to trade a specific instrument that is different from others. For example, strategy 1 trades USD/JPY, strategy 2 trades EUR/USD, how can I get the report for the combined backtesting with all the detailed reporting items such as average win/lose, sharpe ratio etc? Thanks

    #2
    Hello algoapi,

    Unfortunately this is not supported. However you can perform a basket test - you can backtest/optimize a strategy on an entire instrument list.


    The 'combined results' row that is displayed once finished will only display a Summary-tab. It contains sharpe ratio, average win/lose and other calculations.
    JasonNinjaTrader Customer Service

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