Backtesting strategy with multiple indicators utilizing different timeframes

[Paco0]

Hello NinjaTraders,

I am trying to backtest a strategy - in this strategy I am calculating 4-6 different indicator values. Every indicator is set to return the value based on different timeframe, ranging from 5 min to 1 day (I am not using multi-timframes for single indicator, every unique indicator is only returning value for only one time frame)
Is it possible to backtest this kind of strategy through Strategy Analyzer? I am unsure because of the fact that you always need to select data based on which strategy analyzer is going to run the test (last x min, days etc.).

Thanks for any feedback.
Regards,
David

[NinjaTrader_PaulH]

Hello David,

Thanks for your post.

Yes, you can test multi time frame in the strategy analyzer.

"I am unsure because of the fact that you always need to select data based on which strategy analyzer is going to run the test (last x min, days etc.)." When you create a script, the script will adopt the chart bars (when applied to a chart) as the primary bars (BarsArray[0]). In the strategy analyzer you are specifying the data that would be the primary bars. Your script identifies all of the added data series.

When using multiple time frames in the strategy analyzer, you would need to ensure that you have the type of historical data the bars use (Tick, Minute, or Day) or a live connection to your historical data provider. Note that most data provider have limits in how much and what type historical data may be available and you would need to know the limits of what is available. Here is a link to the NT8 help guide section that covers what historical data is available by provider: https://ninjatrader.com/support/help...y_provider.htm