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Automatic backtesting a strategy for multiple time frames?

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    Automatic backtesting a strategy for multiple time frames?

    Hi, I am trying to backtest a strategy for multiple time frames, e.g. test the strategy from 6/1/2019 to 1/1/2020; from 1/1/2020 to 7/1/2020; from 6/1/2020 – 1/1/2021 etc.

    I understand I can manually run those testes via Strategy Analyzer tool, but have to manually set up Start Date and End Date per each test. I am just wondering, do we have some functions/features to run testes for several pre-set time frames automatically?

    Thanks
    Laurence

    #2
    Hello Laurence,

    Welcome to the NinjaTrader forums!

    There is no support for automating backtesting.

    A walk forward optimization may useful but may be more complex than what you are trying to achieve.
    Chelsea B.NinjaTrader Customer Service

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      #3
      Hi Chelsea, thanks for your quick reply and help .
      then can we create an indicator or strategy with history data Start Date and End Date as input parameters?
      thanks
      Laurence

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        #4
        Hello Laurence,

        No, the historical data loaded is controlled by the Data Series parameters and cannot be controlled with code.

        Chelsea B.NinjaTrader Customer Service

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          #5
          Got it, thanks Chelsea

          Comment

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