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Discretionary back testing

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    Discretionary back testing

    I'm looking to backtest discretionary trading strategies on historical data, both intra-day and end-of-day. I'm not sure if this is currently supported by NT.

    I know I can enter trades manually if I record data for market replay. But by recording one day at a time and entering simulated trades manually, it would take a long time for me to get through multiple days/weeks of data.

    Is there a way to manually perform a simulation using historical data (intra-day and end-of-day), that you either upload manually or get through a broker connection?

    Thanks in advance.

    #2
    Originally posted by kumarah View Post
    I'm looking to backtest discretionary trading strategies on historical data, both intra-day and end-of-day. I'm not sure if this is currently supported by NT.

    I know I can enter trades manually if I record data for market replay. But by recording one day at a time and entering simulated trades manually, it would take a long time for me to get through multiple days/weeks of data.

    Is there a way to manually perform a simulation using historical data (intra-day and end-of-day), that you either upload manually or get through a broker connection?

    Thanks in advance.
    Open the Strategy Analyzer, and you can BackTest, Optimize, or do a Walk-forward optimization.

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      #3
      Originally posted by koganam View Post
      Open the Strategy Analyzer, and you can BackTest, Optimize, or do a Walk-forward optimization.
      Thank you for your reply.

      According to the NT Help guide: "The Strategy Analyzer allows you to run historical analysis on your NinjaScript based automated trading strategies"

      I'm looking to run historical analysis on a discretionary basis, in other words, I want to control when and at what price level I buy any instrument.

      Thanks in advance.

      Comment


        #4
        Hello kumarah,

        Unfortunately this is not supported - you cannot trade discretionary in the Strategy Analyzer. The only way would be running the Market Replay connection. It is not possible to playback regular historical data to trade discretionary.

        Instead of recording Market Reaply data, you can download Market Replay data as well. Please see the link below for instructions.
        JasonNinjaTrader Customer Service

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