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

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Old 11-02-2008, 04:55 PM   #1
swandro
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Default Long and short on same instrument

I have found other threads that ask a similar question but not in relation to using Strategy Analyzer.

Basically, I am testing a strategy that wants to have long and short orders open at the same time (on the same instrument). But when I open (say) a short, the previously opened long is automatically closed.

Is it possible to switch off this auto-closing?

I realize that I can test this by using 2 instruments, but if I do this, is it possible to display charts for both instruments within the Analyzer so that I can see the longs on the 1 chart and the shorts on the other?

Many thanks
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Old 11-03-2008, 08:58 AM   #2
NinjaTrader_Ben
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Hello,


Having an open position both long and short at the same time is not supported. In NinjaScript, having working orders that is both long and short is also not supported.

If you want aggregated results, you cann export the trades tab to Excel and run statistics from there. Just right click>export to excel.
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