Backtesting Question

[johnny72]

Hello,

Is there a way I can create an automation to run a backtest of a strategy for 1 year say 2022 but then run independently on year 2 , 2023 and provide results for both years?

I want to test an in sample and out of sample year in one go. Not just run 1/1/22-12/31/23 but rather 1/1/22-12/31/23 and 1/1/13-12/31/23 in one go.

Any ideas how to approach it?

[NinjaTrader_Emily]

Hello johnny72,

Thank you for your post.

I don't think I am fully understanding your question. You mentioned, " Not just run 1/1/22-12/31/23 but rather 1/1/22-12/31/23 and 1/1/13-12/31/23 in one go"
So you are saying you would like to see results from 1/1/22-12/31/23 and 1/1/13-12/31/23 (perhaps you meant 1/1/23-12/31/23?) from the same backtest?

What you have described sounds similar to a Walk Forward Optimization, though that also includes an optimization of a parameter:

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

You could always set up a parameter that does not affect the way the logic is processed and it would walk forward through time running the same logic and provide results over separate periods of time.

Otherwise, you could consider running a backtest for the full period of time, then export the results via the Right-Click > Export menu and save them as an Excel file. You could then open them in a spreadsheet and manipulate the results as desired to see results for different periods of time.

For more information regarding the Strategy Analyzer in general, please see the following section of the help guide:

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

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