Can a strategy be made without a primary instrument?

[Protis]

If one plans on making a strategy that uses a large number of instruments (hundreds, thousands), can the strategy be made without being based/run off a primary instrument? I would like it to run on the whole basket of instruments and show me backtest simulation of the performance of the whole basket. How can I do this? Thanks!

[NinjaTrader_Bertrand]

Protis, you could either make a so called basket test with the script running over a instrument list in the Strategy Analyzer for example and then giving you the cumulative results -

http://www.ninjatrader.com/support/helpGuides/nt7/basket_test.htm

Another approach involving more custom programming is creating a MultiSeries script - such as the SampleMultiInstrument included per default with NT.

The full framework in our NinjaScript is documented here -

http://www.ninjatrader.com/support/helpGuides/nt7/multi_time_frame__instruments.htm

[Protis]

thanks Bertrand!

But even the multiSeries script still needs to be run on a primary instrument, correct?

meaning, there is no way to run a script independently without it being "run on" a particular instrument, right?

thanks

[NinjaTrader_Matthew]

Correct, you must select a valid input data series for it to run. You do not need to take action on this series, but there must be one selected when the script is started.