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Picking instrument based on a criteria
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Picking instrument based on a criteria
Is there a way to use a criteria to scan and pick a security inside the strategy? I am trying to build a simple strategy that scans the market and picks a stock and place a buy order. But it seems that in the strategy analyzer, we need to pick a specific strategy to backtest. correct?Tags: None
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Hello sjafarinik,
Thank you for your post.
You could code the criteria for picking an instrument and then using BarsInProgress to place an order to the instrument with the corresponding BarsInProgress index. However, all the possible instruments would need to be added already via AddDataSeries(). Note that you cannot add data series dynamically.
Correct, in the Strategy Analyzer, you need to pick a specific strategy to backtest.
Please let us know if you have any other questions.Gaby V.NinjaTrader Customer Service
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