Strategy/Backtest

[eleven]

Is it possible to code a backtest to be performed within a strategy (i.e. OnBarUpdate, etc.)? Is it technically feasible? For example, after each daily bar, I'd like to run a backtest optimization to modify a user variable x.

Thanks,
Tom

[NinjaTrader_BrandonH]

Hello eleven,

Thanks for your post.

There are no documented or supported ways to run a Strategy Analyzer backtest within a strategy itself and modify a variable in the strategy based on that backtest.

You would need to run a backtest on the strategy using the Strategy Analyzer and then change the values of your strategy based on the results of that backtest.

That said, we are tracking interest in this feature in an internal ticket. I have added your vote to the feature request.

The internal tracking number for your feature request is SFT-4391. Please reference this internal tracking number when contacting Platform Support if you ever have questions regarding this feature request.

When a feature request is implemented, you'll find a description of the new feature in the release notes:

• https://ninjatrader.com/support/help...ease_notes.htm

Let us know if we may assist further.