Portfolio Back-testing Daily Portfolio Size

[proptradingshop]

I'd like to add my vote as well on a portfolio backtester

[NinjaTrader_BrandonH]

Hello proptradingshop,

Thanks for your post.

Your vote has been added.

Let us know if we may assist further.

[Nick7299]

Please add my vote to SFT-137

[NinjaTrader_BrandonH]

Hello Nick7299,

Thanks for your post.

I have added your vote to the feature request.

Let me know if I may assist further.

[pandoria]

I'd like to add my vote as well on a portfolio backtester

[NinjaTrader_BrandonH]

Hello pandoria,

Thanks for your note.

Your vote has been added to this feature request.

Please let me know if you have any further questions.

[andrei.reiand]

Hi Brandon, any news about this one? (please add another vote)

[NinjaTrader_BrandonH]

Hello andrei.reiand,

Thanks for your note.

This feature request has not yet been implemented into the platform. That said, I have added your vote to the feature request.

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 further.

[Balage0922]

Hi, please add my vote to the portfolio tester feature. Thanks!

[NinjaTrader_BrandonH]

Hello Balage0922,

I have added your vote to the feature request.

Please let me know if you have further questions.

[Leeroy_Jenkins]

The lack of portfolio testing in NT forced me to code my own solution. It took me a few months but it worth it all. It's not enough just to have winning strategies, you have to apply position sizing, especially if you're trading few instruments at the same time.

Add my vote too.

[NinjaTrader_BrandonH]

Hello Leeroy_Jenkins,

I have added your vote to the feature request.

Please let me know if I may assist further.

[Peppo]

Hi,

please add my vote for portfolio backtest.

Thank you.

[NinjaTrader_BrandonH]

Hello Peppo,

Thanks for your post.

I have added your vote to this feature request.

[Peppo]

Hi BrandonH,

Thanks!

In the mean time, I was thinking if a proper workaround could be implemented to test different strategies on different instruments at the same time.

I have seen the suggestion from NinjaTrader_Jim in one of the previous posts: "You could consider making a single Multi Time Frame strategy that runs on all of your instruments and adds/subtracts the Realized PnL" but I don't understand what is the difference with respect to the usual backtest done in the strategy analyzer when selecting more instruments against one single strategy.

Anyway, I have tried to run 2 strategies with 2 instruments by using Multi-Time Frame & Instruments but it looks like it is not possible to separate the orders depending on the instrument (like for example EnterLong()).

The idea to combine more strategies in one ninjascript is also not viable because if there are signals overlapping you are forced to close a position on one instrument while on the other instrument should be still left open (because of a different strategy applied). So, it is still not possible to separate to run the strategies separately and then combine them through the SystemPerformance.

Do you have any possible suggestion on how to accomplish this objective? Are there any examples to re-use?

Thanks.