Running strategy with different parameters on each stock from stock list

[nysetrader]

I have optimized strategy with 2 parameters on a stock list and for each stock best parameters values are different. Can I save the best parameters values related to each stock from optimization results window or I should set them manually for each stock to use them in live trading?
Thank you.

[NinjaTrader_Jason]

Hello nysetrader,

Yes, you can save the results using the second icon from the left in the Strategy Analyzer toolbar (floppy disc icon). It will save both the Instruments and Optimizer tabs, so you can save all optimized parameters this way.

[nysetrader]

I've done that twice and NT hung every time. First time I've restarted it and ran optimization again, but now it happened again. I'm waiting for NT respond for 15 minutes but nothing happened.

[nysetrader]

It responded after 20 minutes. How can I run backtest of this strategy on the same stock list with best parameters for each stock?

[NinjaTrader_Jason]

Unfortunately this is not supported. When you backtest an instrument list, you cannot select different parameters for each stock. All stocks will be backtested using the same parameters. You would need to run seperate backtests.

[nysetrader]

That's disappointing. I've optimized strategy on S&P500 list, so it will be not very easy to run backtest for each stock separately. Also I need to see what will be strategy performance for the whole list. And I need to trade it live also with different parameters for each stock. Is there any way to solve this problem?

[NinjaTrader_Jason]

Unfortunately not. When you backtest an instrument list, you can only setup one set of parameters.

You can open multiple Strategy Analyzers so you can run multiple tests simultaneously.

It is not possible to view backtest results for all tests in the Strategy Analyzer if each backtest uses different settings.

When you run your strategy on a live account, you will need to select the parameters before you start it. Please see the links below for information to run strategies in real-time.

Chart

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

Strategies-tab

http://www.ninjatrader.com/support/helpGuides/nt7/running_a_ninjascript_strateg2.htm

[nysetrader]

Can you ask your development department to make this feature, because it is useful to run strategy with different parameters for each stock on the list?

[zweistein]

you mean this probably?

http://www.zweisteintrading.eu/strategypersistence.htm

regards
Andreas

[NinjaTrader_Jason]

Hello nysetrader,

Unfortunately you will need to set them manually when you start trading live.

You could save the strategy settings per strategy. Once you setup the parameters for the strategy, please right click in the grid and select 'Set Default For XXXX'. The settings will now be saved as default. So whenever you select the strategy, it will use the same settings.

[nysetrader]

zweistein, yes, something like this. I've used WealthLab before trying NT and there after optimization you can assign preferred values based on optimization to each symbol(you can see the menu it has after optimization completed in a screenshot).