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Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer.

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Old 10-30-2008, 03:46 AM   #1
Anagoge
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Default Set Entry Size Based on Current Account Size

When backtesting a strategy, I would like to set a beginning account balance and have each trade enter with a variable number of shares/contracts equal to ~100% of the current account value, where the account value is (ideally) growing over time, so the number of shares/contracts is also often growing over time. I tried setting the "account value" to $10,000 and "Set order quantity" to "by account size" in the backtest options, but this does not invest up to 100% of the current account value each entry, but instead appears to invest up to $10,000 each time (the initial account value, not the current account value). Maybe these options should be renamed from "by account size" to "by initial account size" and from "account size" to "initial account size" for clarity?

Is what I want only possible by custom programming inside each strategy? Some past threads actually seem to say this won't be supported until NT7.

One semi-related note is that I find the forum search restriction on <4 letter words to be fairly limiting. I can't do a search for things like "set order quantity", "by account size", "ATR", etc. It also does not allow exact phrase searches, as far as I can tell.
Last edited by Anagoge; 10-30-2008 at 03:49 AM.
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Old 11-28-2008, 01:40 AM   #2
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Can I access the account's current cash value from the strategy so I can set the number of shares per entry to be X% of my account value? I can get the gross profit/loss of the past trades, but I don't see any account access methods yet. Is this available in NT 6.5?
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Old 11-28-2008, 08:03 AM   #3
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Accessing brokerage account values is not supported in NT 6.5 or earlier. This will be supported in our next major release, NT7.
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Old 09-30-2010, 03:56 AM   #4
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Default Account Position Sizing

Hi - For the current version 6.5 I understand that Broker account size cannot be used as a reference. So is it possible to set a $ limit per position taken? In addition, is it possible to set an overall limit for $ exposure for all of my positions? (This could either be net positions (long/short) and gross exposure (longs exposure + shorts exposure). Thanks alot.
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Old 09-30-2010, 04:57 AM   #5
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Welcome to our forums here MKTTHOTS - this is unfortunately not possible to limit through the GUI.
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