Load Filter/Trigger from external source for testing

[rodriguesdanny]

Is there anyway to have an external file that contains filters/triggers and select which filters/triggers to use from that file based on input from the strategy file.

External file idea:

var Filter1 = Close[0] > SMA1[0] && SMA1[0] > SMA1[1];
var Filter2 = Close[0] > Open[0] && Close[1] < Open[1];
var Filter3 = Open[1] < Bollinger1.Upper[1] && Close[0] > Bollinger1.Upper[0];
etc.....

Strategy

if ( Close[0] > Close[1]
&& "Filter/Triggers = 1" // load Filter1

{
EnterLong()
}

[NinjaTrader_Jesse]

Hello rodriguesdanny,

A strategy is a running C# file so technically it can read a file and parse it every so often. You can run into file io errors by doing that if something else is reading/writing the file. Can you provide more specific details on what you are trying to do?

[rodriguesdanny]

I am in the process of testing and developing several strategies and I have over 1000 filters/triggers that I would like to test against different entry conditions. Instead of having to have all of those filters in every strategy I would like to have 1 file that contains all of the filters that I can reference from the main strategy. Then use the optimization feature in the Strategy Analyzer go through the different filters.

[NinjaTrader_Jesse]

Hello rodriguesdanny,

You can read data from fies. If you can make logic to parse various options read from the file you could do something like you are asking.

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

An optimization is multithreaded so you may also need to set IsInstantiatedOnEachOptimizationIteration and read the file one time for the purpose of loading data once per optimization.

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