Backtest Sequence Over Numerous Instruments

[cb4gusto22]

Hello,

When backtesting over numerous instruments in the strategy analyzer, does it backtest over each instrument one at a time or does it run over all instruments (data sets) at the same time? I think its the first option...but is there a way to make it the second option so that position limits over the entire portfolio can be applied?

Thank you!

[NinjaTrader_CalH]

Hello cb4gusto22,

Thank you for your note.

The first option is the correct understanding.

In order to do the latter portion you would need to add all the additional instruments to the script to track it all together as one entity.
http://www.ninjatrader.com/support/h...nstruments.htm

Let me know if I can be of further assistance.