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How to do a simple backtest
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How to do a simple backtest
I have a strat that is written by a well know respectable developer for Ninja that I want to back test what do I need to do. I have searched around on this forum and Big Mikes and all I see is how to create a strat I don't need that. I just want a step by step on how to back test an already developed strat. I know I need to enable market data record, put a simulated commission, but where do I go from there. Is there a video or something. Can some nice person point me in the right direction. Thanks much.Tags: None
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Hello dandxg,
All you need to backtest a strategy would be is Historical data or a data provider that you can download historical data from and the Automated Strategy that you want to test out. The following link is a list of the data providers and what they support.
http://www.ninjatrader.com/support/h...rical_data.htm
If you wan to add commissions, it can be included in your PnL calculations provided you have correctly configured NinjaTrader. Commission values can be defined for each connectivity provider per instrument and per instrument type.
Commission values are used in the following order:
*From the instrument if a commission value has been defined else
*From the instrument type if a commission value has been defined else
*No value is used since none have been defined
Please follow the instructions below to define commission values per instrument type:
*From within the NinjaTrader Control Center window select the menu Tools > Options
*Select the tab "Commission"
*Click here for details on defining a commission values
Please follow the instructions below to define commission values per instrument:
*From within the NinjaTrader Control Center window select the menu Tools > Instrument Manager
*Double click on the instrument you wish to add a commission value for
*Click on the "Misc" tab
*Click here for details on defining a commission values
Critical: Ensure that 'Apply commission to PnL calculations' is enabled under Tools > Options > General tab.
Let me know if I can be of further assistance.JCNinjaTrader Customer Service
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