Combined more Strategies on one or more Instruments

[Robertp75]

Dear Sirs,

Is it possible to backtest different strategies simultaneously within one or more instruments in order to get a combined_res summary as I have figured out that it is possible to backtest one strategy over more than one instrument?

Many thanks.

Rob

[NinjaTrader_Bertrand]

Rob, you could run a so called basket test to combine different instruments for one strategy - http://www.ninjatrader.com/support/h...asket_test.htm

Unfortunately extending that to multiple strategies to combine would not be an option, but it's on our feedback list for enhancement consideration for a future release.

[Robertp75]

Rob, you could run a so called basket test to combine different instruments for one strategy - http://www.ninjatrader.com/support/h...asket_test.htm

Unfortunately extending that to multiple strategies to combine would not be an option, but it's on our feedback list for enhancement consideration for a future release.

Dear Bertrand,

Many thanks for your reply!
I run a backtest on a basket with different instruments as you described above. Simultaneously I run a backtest with exactely the same settings on one of the instruments which is part of the basket. What I do not understand is why I receive
different results on one of the same instrument with the same settings with the only
difference that one is part of the basket and the other is not?

Do you have an idea what the reason for that issue could be?

Many thanks.

Bye

Robert

[NinjaTrader_Bertrand]

Hi Rob, would not have an idea and would not expect that - have you tried to isolate it down further by comparing the taken trades / executions? Would it happen as well if you used for example a simpler script like our SampleMACrossOver?