Access Multiple Instruments for Pair Trading / Portfolio Strategies

[sirinath]

Hi,

I want to access multiple instruments for pair trading and portfolio optimisation. How is this possible?

Suminda

[NinjaTrader_Bertrand]

Welcome to our forums. MultiSeries use would be possible within our NinjaScript programming environment, NT already gets shipped for example with the SampleMultiInstrument and SampleMultiTimeFrame strategies - the full documentation on this flexible framework could be reviewed here - http://www.ninjatrader.com/support/h...nstruments.htm

True portfolio testing is unfortunately not an item that we could support, however for testing one script across multiple instruments you could look into the Basket test feature of our Strategy Analyzer -

http://www.ninjatrader.com/support/helpGuides/nt7/basket_test.htm?zoom_highlightsub=basket