How to perform/backtest a momentum strategy on several instruments

[fernlicht]

Hi all,
I^m wondering how it’s possible to backtest a simple momentum strategy were let‘s say of a set of 20 instruments the best 5 should be kept (Simply through the rate of change)
once every quater? I don‘t need any code just the understanding of the process. I know NT8 still has no portfolio features, but I‘m searching for a hack??
Thx
Cheers

[NinjaTrader_BrandonH]

Hello fernlicht,

Thanks for your post.

NinjaTrader does not support portfolio-level backtesting at this time.

We are tracking interest for this feature in an internal feature request ticket and I have added your vote. This request is being tracked under the number SFT-137.

As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

This thread will be open for any community members to share their insights on a possible 'hack' for this.

Let me know if I may assist further.