Apply Strategy on all data series

[chinmaya122]

Hi , I have a dataseries with about 500 instruments. I have a strategy for buy and sell. I want to run them on all the 500 stocks and get a result of which one to buy and which one to sell on a daily basis. Is it possible to do it ?

[NinjaTrader_ChelseaB]

Hello chinmaya122,

Loading a list of instruments in a script, analyzing with calculations, and then placing orders is possible.

This would require that your script load all 500 instruments using the Add() call.

This is possible to do but will require that your data provider support 500 simultaneous connections and that your computer has the resources to stream historical and live data for 500 instruments.

Below is a link to the help guide on the Add call.
http://ninjatrader.com/support/helpGuides/nt7/add3.htm


An alternative method, would be to create an indicator that has certain criteria and then the criteria is met, the instrument symbol is written to a file. The indicator would be added to a Market Analyzer column that has the 500 instruments loaded. Then after all 500 instruments are analyzed, the file will contain all symbols that met the criteria. The strategy would then be enabled and would read that file and add each instrument in the file.
StreamWriter example - http://ninjatrader.com/support/forum...ead.php?t=3475
StreamReader example - http://ninjatrader.com/support/forum...ead.php?t=3476