Backtest Data

[brenthilburn]

I have the need to run a backtest on a pretty large data set for 50+ strategies monthly on both Mini's & Micros... So all in all 100+ backtests per month...

Ideally, I could set a template to load and run each strategy, but I'd like for it to run "automatically" overnight so the data was available the next day without having to babysit the whole process...

Any thoughts on how this could be accomplished inside NT8?

[NinjaTrader_ChelseaB]

Hello brenthilburn,

Unfortunately, there are no supported ways to automate backtesting. Each different strategy would have to be tested individually.

[QuantKey_Bruce]

NinjaTrader_ChelseaB might it be possible to do this sort of thing with a custom optimizer?

https://ninjatrader.com/support/help.../optimizer.htm

I realize that might not be a small project.

[NinjaTrader_ChelseaB]

Hello Bruce,

I am not aware of a way for an optimizer script to change the strategy it is testing. As far as I know, only one strategy can be tested at a time.

[QuantKey_Bruce]

I suppose I was thinking maybe he could make a "master strategy" that runs the substrategies and then optimize that, barring the ability to change the strategy for each iteration.

A problem might be if they're running with different AddDataSeries etc. it wouldn't be so simple.

I suppose upon reflection this is a heavy lift.