1 trade at a time across all stocks

[ionaz]

Hi NinjaTrader

I'm trying to make a backtesting more realistic and wonder if it is possible to apply the:

EntriesPerDirection = 1;

logic to the entire list of stocks.

In other words, when I backtest a strategy on a list of 300+ stocks, I will achieve this but only for one particular stock - many more trades will take place on the remaining stocks.

Is there a way to program a condition that accross the whole list of stocks which is backtested only 1 trade can take place at a time (the next one can be opened only once the 1st one is closed)

I believe this will give a better picture as to how much and how fast my account will change, because I will be trading in this manner.

[NinjaTrader_Bertrand]

Hi ionaz, thanks for the post - unfortunately the strategies would not cross communicate, meaning the EntriesPerDirection would only be valid in the single strategy instance currently run / processed. What you could do however is create a MultiSeries strategy with your instruments that would trade your list, this would let you simulate only having one position open - however would mean more advanced custom coding is needed to realize.