How can I aggregate optimisation data from multiple time frames?

[TradingAssassin]

How can I aggregate optimisation data on the same instrument but from multiple time frames?

I have seen the check box for doing the same thing across multiple Instruments ('Forex') for instance, but not when I want to combine results for a number of time frames.

Thanks.

[NinjaTrader_ChelseaB]

Hello TradingAssassin,

Are you referring to multiple time frames added to the script with AddDataSeries()?

Or are you referring to optimizing the data series?

Unfortunately, when optimizing the data series, the combined results is not available. I would be happy to submit a feature request for the development team to consider this if you would like.

[TradingAssassin]

Hi Chelsea, this is for optimising the data series yes (the multiple instrument option of 'Forex' is under the heading data series also), so please do put in the feature request.

Thanks.

[TradingAssassin]

Would using AddDataSeries() accomplish the same thing (albeit a lot more slowly)?

[NinjaTrader_ChelseaB]

Hello TradingAssassin,

If you were to add multiple time frames to a single strategy, all trades would be included in the report.

I will submit your request to our development for consideration. Once I have a tracking ID for this request I will post in this thread for future reference.

[NinjaTrader_ChelseaB]

Hello TradingAssassin,

This request is being tracked with ID # SFT-5859.

Please note, we receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing, so we cannot offer an ETA or promise of fulfillment.

When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number may be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

[TradingAssassin]

Is there any way to export the Strategy Analyser results into Excel for instance? I really need to view a profit graph of the results of running the same strategy, on the same instrument, across multiple TF...??

Thanks in advance

[NinjaTrader_ChelseaB]

Hello TradingAssassin,

You can export the Trades display grid (or any grid).

Right-click the grid -> Export...
https://ninjatrader.com/support/help...data_grids.htm