Run Multi Strategy On the Same Instrument

[bc24fl]

SORRY WHAT I MEANT TO SAY IS SAME STRATEGY (ONE CODE BASE THAT OPERATES ON THE SAME INSTRUMENT)
I'd like to backtest a multi strategy on market replay using the same instrument (like if i had 2 separate accounts to place orders on the same instrument). What i'd like to do is Go Long and Go Short simultaneously. I tried copying the files in market replay and renaming them to an unused symbol but ninjatrader reports an error about an invalid instrument. Any ideas how i can test this?

[NinjaTrader_PaulH]

Hello bc24fl,

Thanks for your post.

I also ran into the same issue when trying your approach. We recommend that you run replay in your case on the one instrument with one strategy and repaet as needed for you various strategies.

I will create a feature request on your behalf to allow the platform to provide multiple playback accounts which would be the best solution.

I will update this thread when i have further information on the feature request.

[bc24fl]

ok good idea. What about going live on 2 separate accounts. Can i do it on one code base or do i need multiple strategy's?

[NinjaTrader_PaulH]

Hello bc24fl,

Thanks for your reply.

With live data you can create multiple simulation accounts. When you apply the strategy, you can then select the account for the strategy to use, so you can use the same strategy and when you apply it NinjaTrader actually creates an instance (copy) of it for use adjusted according to the settings you apply in the UI (such as account).

[bc24fl]

Hello bc24fl,

Thanks for your reply.

With live data you can create multiple simulation accounts. When you apply the strategy, you can then select the account for the strategy to use, so you can use the same strategy and when you apply it NinjaTrader actually creates an instance (copy) of it for use adjusted according to the settings you apply in the UI (such as account).

This will require to separate strategies correct (2 different code bases)?

[NinjaTrader_PaulH]

Hello bc24fl ,

Thanks for your reply.

You can use the same strategy as many times as you wish because when you apply the strategy you are applying a copy (instance) of that strategy. Each copy would be independent if that helps clarify.

[NinjaTrader_PaulH]

Hello bc24fl,

Thanks for your patience.

The feature request to allow for multiple playback accounts already exists and your vote was added to it.

The feature request is identified as SFT-1688 for future reference.

If implemented in the future, it would be listed in the release notes of the version first released in.

You can find all release notes here: https://ninjatrader.com/support/help...ease_notes.htm