Portfolio Optimizer for NT8

[Balage0922]

Hi All,
does anyone know of an add-on that would allow me to optimize my portfolio of automated strategies? I'm thinking of optimizing the number of contract for each, which ones to trade or not to trade, measuring correlation between strategies, R2 of portfolio, max DD of portfolio etc.
Thanks!
Balázs

[NinjaTrader_Kate]

Hello Balage0922,

Thank you for your post.

I am not aware of anything on our publicly available User App Share that would be capable of optimizing between multiple strategies automatically. It would not be possible to use the Strategy Analyzer to test multiple strategies and compare them directly as it sounds like you're wanting. That's not to say there may not be a third party addon out there that would do this, simply that I am not aware of one, nor can I recommend a specific vendor. However, I will leave this thread open in case any of our users are aware of something that may meet your needs.

Please let us know if we may be of further assistance to you.