Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Backtesting strategy on futures

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Backtesting strategy on futures

    Hello,
    I made a strategy myself that includes some sort of position sizing algorithm. When running the strategy on stocks everything works perfect using Close[0] as current price, but when I run it on futures, I woud have to know the margin and not the real value of the contract.
    Is there any way to check if the traded contract is a future and if it is, to access its margin?

    #2
    xToast,

    You can use : Instrument.MasterInstrument.InstrumentType



    MasterInstrument.Margin and MasterInstrument.Margin2 are unsupported, but you are free to try them out.
    Adam P.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by Mindset, 04-21-2026, 06:46 AM
    0 responses
    117 views
    0 likes
    Last Post Mindset
    by Mindset
     
    Started by M4ndoo, 04-20-2026, 05:21 PM
    0 responses
    166 views
    0 likes
    Last Post M4ndoo
    by M4ndoo
     
    Started by M4ndoo, 04-19-2026, 05:54 PM
    0 responses
    85 views
    0 likes
    Last Post M4ndoo
    by M4ndoo
     
    Started by cmoran13, 04-16-2026, 01:02 PM
    0 responses
    130 views
    0 likes
    Last Post cmoran13  
    Started by PaulMohn, 04-10-2026, 11:11 AM
    0 responses
    88 views
    0 likes
    Last Post PaulMohn  
    Working...
    X