Screening NinjaScript Automated Strategy

[KonstantinosNT]

We are regularly applying an Automated Strategy on a specific instrument Chart , to take some trading actions on that instrument when certain conditions are met.

My question is if it's possible to create and apply an Automated Strategy on an instruments List to choose among them, those meeting some certain conditions.

This would be the 1st step: Screening procedure.
The 2nd step would be the usual Trading procedure, to take some trading actions on those automatically chosen instruments.

For example, I want to apply that Strategy on 500 instruments, to find out 10 that meet the criteria , and then to trade those 10 instruments.

Is this possible within NinjaTrader and using NinjaScript ?

[NinjaTrader_Emily]

Hello KonstantinosNT,

Thank you for your post.

What you have described should be possible using NinjaScript. What you could do is set up your strategy logic so that it checks for the screening criteria before allowing any logic that generates trades. If the strategy logic finds that the instrument does not meet the criteria, then it could call the CloseStrategy() method to disable itself:

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

If the criteria are met, however, the strategy logic could move on to the desired trading actions. As for running the strategy on multiple instruments, this may be done on the Strategies tab of the Control Center using an Instrument list. What I suggest is to create an instrument list with your desired instruments first:

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

Next, from the Strategies tab of the Control Center do the following:

• Right-click the Strategies tab and select New Strategy
• Select the desired strategy and properties
• In the "Data Series" section, open the Instrument dropdown menu
  • Hover your mouse over the desired instrument list, then click "Select All"
• Click OK to save and generate your strategies

Please let us know if we may be of further assistance.

[KonstantinosNT]

Thank you Emily. Your answer is helpful.