How to backtest multiple strategies elegantly?

[Vincere]

Hi,

I have 3 strategies that use the same main instrument. I want to backtest them all together to see how they perform jointly. They trade at different periods of the day and use different conditions and additional instruments to enter and exit.

To keep my code clear, I prefer to keep 3 different classes (and 3 files)

I could group them into a new strategy but I'd have to copy paste the code of each strategy.

Is there a way to make it more efficiently? My guess would be to create a new strategy that imports all the other ones but I can't see precisely how to do it.

Thanks

[NinjaTrader_ChelseaB]

Hello Vincere,

There is not a way to automatically backtest multiple strategies at the same time. Each backtest would need to be started manually.

I will submit a feature request on your behalf for the NinjaTrader Development to consider allowing a way to automate backtesting with multiple different strategies simultaneously.

Once I have a tracking ID for this request I will post in this thread for future reference.

[avy_says]

I'm interested in this too! I've been thinking about how to do this for the past couple weeks, Vincere read my mind.

[cutzpr]

Not exactly what you looking for but you could move your signal logic to three different indicators. Then add all the necessary data series to one strategy and and call each indicator(signal logic) from that one strategy using the correct BarsInProgress and enter the market using the correct BarsInProgress for that logic.

[NinjaTrader_ChelseaB]

Hello Vincere,

I've received tracking ID #SFT-2193 for this request to automate backtesting with multiple strategies.

avy_says I have submitted your vote as well.

Please note it is up to the NinjaTrader Development to decide if or when any request will be implemented.

We appreciate the feedback on this.

[cupir2]

I am also interested in having the ability to batch process optimizations.

[NinjaTrader_ChelseaB]

Hello cupir2,

I've added your vote to SFT-2193.

Thanks for your input.

[kahei626]

Hi, any update on this function?

[NinjaTrader_ChelseaB]

Hello kahei626,

SFT-2193 has not been implemented at this time.

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

[Akotic]

Any further updates on this feature? Seems to be on the best ways to ensure that the most robust parameters are chosen.

[NinjaTrader_ChelseaB]

Hello Akotic,

SFT-2193 has not been listed in the release notes of the help guide at this time.

[eramosr21]

Any updates here?, is there a way we can see the StrategyOptimizer class code. I need something to test multiple strategies in batch very badly.

[NinjaTrader_BrandonH]

Hello eramosr21,

Thanks for your note.

This feature request has not been implemented into NinjaTrader 8 at this time.

Deciding on features for future releases is not a simple black-and-white decision. There are many factors involved including but not limited to:

• Demand which is measured by objective user requests and subjective discretion on the part of our Product Management team.
• Feasibility
• Developer bandwidth
• Current projects in the queue
• Economics

You'll find a note regarding your feature request in the release notes when a feature is implemented.

Let me know if I may assist you further.

[AlexEro]

It will be very logical - to implement this feature of batch testing, because NinjaTrader has **very advanced** set of optimization parameters, and adding batch testing with the possibility of fully automated autooptimization can accelerate backtesting, thus can greatly improve trading results.
Besides, in MT4-MT5 batch testing is already implemented.
Batch testing discussed several times here on forum:

https://ninjatrader.com/support/foru...tch-processing

https://ninjatrader.com/support/forum/forum/ninjatrader-7/platform-technical-support/42143-multiple-strategy-testing-ranking