Portfolio Back-testing Daily Portfolio Size

[NinjaTrader_BrandonH]

Hello Peppo,

Thanks for your notes.

Currently, the Strategy Analyzer does not have an account associated with it when running backtests so it is not portfolio-based.

It is possible to submit orders to added data series. You could specify the BarsInProgressIndex argument of the added series you want to submit the order to when calling your Entry order method.

BarsInProgress 0 refers to the primary series the script is running on. BarsInProgress 1 refers to the first added series in the script. BarsInProgress 2 refers to the second added series in the script, and so on.

EnterLong(int barsInProgressIndex, int quantity, string signalName)

For example, if you want to submit an order to the first added series in your script, you would supply a 1 for the BarsInProgressIndex argument.

EnterLong(1, 1, "Long Entry BIP1");

To submit an order to the primary series the script is enabled on, you would supply a 0 for the BarsInProgressIndex argument.

EnterLong(0, 1, "Long Entry BIP0");

EnterLong(): https://ninjatrader.com/support/help...enterlong.htm:

Please review this help guide page to gain a good understanding of working with Multi-Timeframe/Multi-Instrument NinjaScripts: https://ninjatrader.com/support/help...nstruments.htm

Here is a reference sample demonstrating submitting orders to an added series: https://ninjatrader.com/support/help...ipt_strate.htm

[Peppo]

Hi BrandonH,

thanks for your reply.

Sorry, I overlooked the possibility to submit orders depending on the progress bar.

Now, what about the SetProfitTarget() and SetStopLoss()? I did not see any reference in the help guide on how to separate them depending on the instrument.

Thanks.

[NinjaTrader_BrandonH]

Hello Peppo,

Thanks for your notes.

SetProfitTarget() and SetStopLoss() do not have the ability to specify a BarsInProgressIndex argument.

Exit methods, such as ExitLongLimit()/ExitLongStopLimit(), should be used instead of Set methods to submit protective orders to an added data series in a script. Exit methods allow you to specify a BarsInProgressIndex argument. For example:

ExitLongLimit(int barsInProgressIndex, bool isLiveUntilCancelled, int quantity, double limitPrice, string signalName, string fromEntrySignal)

See this help guide page for more information about Mananged Approach Order Methods: https://ninjatrader.com/support/help...d_approach.htm

[giulyko00]

I'd like to add my vote on a portfolio backtester. Thanks.

[MrHump]

Hello,

Please add my vote to SFT-137!

Thank you for the continued involvement with this thread as well, its a great testament to how incredible and passionate the support team are surrounding Ninja Trader!

[NinjaTrader_BrandonH]

Hello giulyko00 and MrHump,

Thanks for your notes and we appreciate the feedback!

Your votes have been added to this feature request

[Reneli]

Please add my vote for a portfolio based strategy analyzer.

[oris25]

the new one worked.

[NinjaTrader_BrandonH]

Hello Reneli,

Thanks for your note.

I have added your vote to this feature request.

[andrei.reiand]

Hi Brandon, you gather here requests for portfolio management functionality (similar to Multicharts' ) for years and years and years ... is this going anywhere, will we wait another decade before this is delivered?

thanks

[NinjaTrader_BrandonH]

Hello andrei.reiand,

Thanks for your post.

We do not have any updates on this feature request 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 the feature request in the release notes when a feature is implemented.

[andrei.reiand]

Hello andrei.reiand,

Thanks for your post.

We do not have any updates on this feature request 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 the feature request in the release notes when a feature is implemented.

Understood. So, if one wants to run live a strategy across a basket of stocks, and have two levels of strategy management: 1) at each symbol's individual level; 2) across the full basket (money management, deciding what capital can go against each symbol, etc.) - is this possible currently? thx

[NinjaTrader_BrandonH]

Hello andrei.reiand,

Thanks for your notes.

If you are referring to running a strategy on real-time data and not backtesting in the Strategy Analyzer on Historical data, you could enable a strategy on an instrument list which would apply the strategy to all instruments in that instrument list.

The money management and deciding what capital can go against each symbol would need to be programmed into the custom strategy to manage that specifically.

Working with Instrument Lists: https://ninjatrader.com/support/help...ment_lists.htm

Enabling a Strategy from the Control Center: https://ninjatrader.com/support/help...t_strateg2.htm