Statystical analysis of multi-instrument backtests

[trader3000a]

Hi, I believe I heard your developers are working on this. Is there any progress to report?
thanks,
David

[NinjaTrader_Emily]

Hello David,

Thank you for your post.

Are you referring to a multi-instrument strategy, or being able to backtest a strategy on multiple instruments? There is an option to perform a "basket" test where the strategy is run on multiple instruments. This may be done by selecting an instrument list in the backtest settings. For more information:

https://ninjatrader.com/support/helpGuides/nt8/basket_test.htm

Otherwise, if you have a tracking number for a feature request where the functionality was mentioned, I would be glad to check on the status of that tracking number.

I look forward to your clarification.

[trader3000a]

Hi Emily,
I refer to the ability to view aggregate statistical analysis of the multi-instrument result. Right now, you can view an analysis on a sigle instrument backtest. You cannot view analysis on multi-instrument backtests or walk-forward tests. I believe this is something your developers are working on (or should be).
thanks,
David

[NinjaTrader_Emily]

Hello David,

Thank you for your reply.

I apologize for requesting even more clarification; I just want to make sure we are discussing the same thing. Here is an example where I ran a basket test of the SampleMACrossover strategy on the entire Futures instrument list. When I select the Combined Results, I do get combined information on the Summary display. The Analysis display is greyed out - is this the statistical analysis you are looking for?

Screenshot - https://www.screencast.com/t/jVVGb9lojh

I appreciate the information so I may ensure that I am tracking the appropriate request.

[trader3000a]

Hi Emily. The analysis display is what we really would love to see. Aggregate backtest analysis of different strategies with different instruments. We want to see the backtest equity curve of multi strategy/multi-instrument deployments. I'm sure all users would salivate copiously at the possibility.

[NinjaTrader_Emily]

Hello trader3000a,

Thank you for the suggestion.

I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.

Thanks in advance for your patience.

[NinjaTrader_Emily]

Hello David,

Thank you for your patience.


The internal tracking number for your feature request is SFT-632. 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

We appreciate your feedback. Please don't hesitate to reach out with any additional NinjaTrader items we may assist with.