PDA

View Full Version : Trading pairs and subminute data?


fliesch
06-16-2007, 04:32 AM
I just wrote a simple multiasset trading system. Unfortunately on backtesting only the primaryseries is traded. Is there a way to backtest at least 2 assets together? How would it be in a walk-forward test - I mean applying the system in realtime?

Second question: What kind of bars are possible in NT? Seconds? Tickbars?

NinjaTrader_Ray
06-16-2007, 08:59 AM
When backtesting multi-asset strategies, all instruments are tested as one test. In the Summary tab, you will see results for all assets combined, not separated. You can tell by just clicking on the "Trades" tab, you will see trades for all markets traded.

We support:

Tick
Volume
Minute
Seconds
Daily
Weekly
Monthly
Yearly

of an compression level. Range bars will be added this fall.