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Initial portfolio in backtesting

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    Initial portfolio in backtesting

    Hi,

    I'm writing a strategy for backtesting where I need to start with an initial portfolio, let's say 100 stocks of AAPL filled at 115.26.

    How can I use this programmatically from ninja script, so far I see there's no way to set the custom fill price on a trade.

    Any ideas ?

    #2
    Hello yandreiy,

    Thanks for your post and welcome to the forums!

    Regrettably this is not possible.
    Paul H.NinjaTrader Customer Service

    Comment


      #3
      Thank you for quick reply.
      Let me ask another question: I see there are custom fill types that can be implemented, would it be possible to implement something like executing a trade at a given fill price or something close to this behavior, without hacking too much ? In theory I could alter the historical data, or perhaps use the slippage parameter.

      This is all for back-testing.

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