Automating backtest

[benoirat]

Hi,

I would like to automate a daily simulation of all the strategies that have been running the previous day, in order to compare the two on a daily basis, which is a major issue for me for risk management reasons. Obviously it would be a super hassle to do this manually.

I managed to automate the production part as well as the comparison part, but how do I get to launch a number of simulations from NT programmatically and inject my parameters?

[NinjaTrader_Bertrand]

benoirat, there would be unfortunately not such a batch processing option available - I'll make a note of your request on our product management enhancement tracking lists on your behalf.

Would perhaps a macro tool help?

[benoirat]

Thanks,

What would be best would be to be able to call the simulator from c# code, that way it would be possible to have a 'strategy' running and launching these batches when desired. That would also enable to easily create custom optimization algorithms at the same time

Maybe it's possible to call required the strategy analyzer methods from the code already? Does anybody have experience with this?