Testing multiple strategies together

[sburtt]

Hi,

I was wondering if it's possible to see the aggregate result of multiple strategies in a summary as it is for single strategies. I have different strategies I run live at the moment, I can see the historical real time performance by selecting them on the Account Performance -> Advance Tab.

However I would like to know if it is possible to see how these strategies would have performed (aggregate equity curve, p&l, MaxDD, etc.) in back-testing. Is this a possible option, if yes please could somebody advise what steps I need to do?

[NinjaTrader_Matthew]

Hello,

If I understand correct, you'd want to run your backtest in a basket of instruments. These can be defined by creating a custom instrument list and then running the backtest against that list.

Please see our Help Guide article on this topic for more information:

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

[sburtt]

not really Matt, what i meant is running different strategies simultaneously on 1 or more instruments. for example:
asume I want to backtest simultaneously these 2 strategies:
simple moving average cross on EURUSD
macd cross over on AUDJPY

would this be possible? It is possible to view the cumulative p&l and stats in general if these strategies were running live, but i can't figure out how to do this in backtesting. it's quite critical, to see how diversifying strategies help keep the equity curve stable

[NinjaTrader_Matthew]

Sorry - you wouldn't be able to see combined results from different strategies during backtesting at this time.