Running Strategy Optimizer on Multiple Instruments(Instrument List)

[derekb777]

Hey Everyone,

New to ninja trader and have been playing around with backtesting.
I like running the optimizer and can make sense of the info when its ran on a single instrument like the ES but if I run it on say the Nasdaq 100 Is there a place im not seeing where it gives the parameters that performed best for the entire list not just a single instrument.

Thanks for the help!
Derek

[NinjaTrader_AdamP]

derek,

When you click on a specific run, the settings tab would display this information.

Please let me know if I may assist further.

[derekb777]

When I click on the settings tab it only displays the results and parameters for the currently selected single instrument. Up top it lists all the instruments and each instruments best 10 parameters. But, i want the best parameters for the list as a whole, not each instruments individual best 10 parameters.

[NinjaTrader_AdamP]

derek,

When you say you want the parameters for the list as a whole, do you mean that you want to have, for example, the parameters with the highest profit as if the strategy traded all those instruments at the same time?

[derekb777]

Yes

That is exactly what I'm looking for. I dont trade specific stocks so I would like to use the parameters that best fit a list of stocks

[NinjaTrader_AdamP]

derek,

I believe this is what you are looking for :

Aggregated :

If set to True, NinjaTrader attempts to find the optimal results for the whole basket of instruments. The COMBINED row in the results tab will show an aggregation of results across the basket of instruments. (This parameter is only available when an Instrument List is selected for optimization.)

The "Combined Results" would be in the "Instruments" tab and there is a "Settings" for it that show the parameters.

Please let me know if I may assist further.