Overlaying historical performance

[Bmatarese]

I have a strategy that works well across multiple time frames. The results are not strongly correlated from say a 5min and a 240min chart. I would like to use the strategy on 4 time frames at a time. Is there any way to analyzwe historical performance as if I had the strategy applied across 4 time frimes as opposed to analyzing the results on a per time frame basis? thanks

[NinjaTrader_ChrisL]

Hi Bmatarese, thanks for your question.

In the Strategy Analyzer, you can enable "Optimize Data Series" when you are running an optimization and that will test different data series in the optimization. Multiple time frames can also be added to your script as well. Please read our guide on multi time frame and instrument scripts here.

https://ninjatrader.com/support/helpGuides/nt8/?multi-time_frame__instruments.htm

With a multi-time frame script, you would not need to run 4 separate strategies and you can unify the trading logic for each time frame in one strategy.

Please let me know if I can assist any further.