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Multiple filter testing against a strategy

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    Multiple filter testing against a strategy

    Hello,

    I was looking at something like multi charts and they allow you to create many filters to your strategy and compare each one (say you have 100 filters) and see how it affects your strategy results without having to go one by one through your filters.

    Is there any way to do that I am missing from NT?

    Thanks

    #2
    Hello gummybar,

    You can use the strategy optimizer for that purpose, that would be used to run tests over many parameters in your strategy.

    JesseNinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_Jesse View Post
      Hello gummybar,

      You can use the strategy optimizer for that purpose, that would be used to run tests over many parameters in your strategy.

      https://ninjatrader.com/support/help...a_strategy.htm
      Hi Thank you, I have used the optimizer quite a bit, but as far as I know if I have 100 strategies, which I want to optimise with several parameters, I need to go one by one and optimise
      but there is no way to put all 100 strategies against different parameters in one go, that is what I am asking.

      Comment


        #4
        Hello gummybar,

        Yes multiple strategies would require running multiple tests, per your original question the strategy the optimizer would be the best suited tool for testing a single strategy at a time. You can test multiple filters or sets of conditions in a single strategy at once using an optimization.
        JesseNinjaTrader Customer Service

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