portfolio Backtesting

[daya123]

Hi,

If I am not wrong,At present NT does not support true portfolio level back testing.

Can I expect it in near future.

Regards

[NinjaTrader_CodyB]

Hello,
This has been suggested and has a feature request tracking ID of #137. The status for this is it is still under consideration. I have submitted a vote to this request on your behalf.

[dirkdiggler]

Has any progress been made with this feature request? I think it's definitely a greatly needed feature.

[NinjaTrader_JamesC]

Hello,

Thank you for your post.

Can you explain a little more on what you are looking for with regards to portfolio back testing? There have been some features already added to NinjaTrader that might help you do something like this.

Are you trying to back test multiple instruments at the same time?

I look forward to supporting you further.

[dirkdiggler]

Ninja 7/8 isn't really up to par with regard to portfolio trading and portfolio backtesting. This is the one significant area Ninja is lacking in. Multicharts and TradeStation both greatly outshine Ninja with this feature. A good place to start would be to create the ability to backtest multiple strategies in one click over several instruments with realistic metrics of how the portfolio performed as a whole (given capital constraints). As the feature enhances, some other additional areas of value would be to include risk control and prioritization of symbols/strategies. MultiCharts has it down pretty well. See their documentation here. https://www.multicharts.com/trading-...io_Backtesting

[NinjaTrader_JamesC]

Hello,

Thank you for your feedback.

I will submit your suggestions to our Development team for future feature consideration. Once a feature request ID is assigned, I will update this thread.

Happy Trading!