Custom watchlist (different symbols on different days)

[JasonH]

Does NinjaTrader support running strategy backtesting against a list of different symbols for different days? i.e. I'm looking to backtest a strategy against 5-10 symbols each day, but the list is different each day. So the upload mechanism would have to take both dates and symbols as inputs. Or is there a way to manually enter this in NinjaTrader or C#?

[NinjaTrader_ChelseaB]

Hello JasonH,

This is not a functionality NinjaTrader is capable of.

While you can read a text file in a script, and use that information to do a BarsRequest, it would not be supported to read that information and use this for dynamic AddDataSeries calls.

From the help guide:

"Arguments supplied to AddDataSeries() should be hardcoded and NOT dependent on run-time variables which cannot be reliably obtained during State.Configure (e.g., Instrument, Bars, or user input). Attempting to add a data series dynamically is NOT guaranteed and therefore should be avoided. Trying to load bars dynamically may result in an error similar to: Unable to load bars series. Your NinjaScript may be trying to use an additional data series dynamically in an unsupported manner."

https://ninjatrader.com/support/helpGuides/nt8/adddataseries.htm

[JasonH]

Thank you very much for the reply Chelsea