Backtesting with a simulated account?

NinjaTrader_Josh · 05-22-2007, 07:05 PM

How do I backtest a strategy with Sim101? I want to backtest my strategy on all the symbols on nasdaq100 and have my strategy only be able to submit simulated orders if the account has enough buying power to do so.

Basically I'm looking for a way to get a report on if my strategy made money or not at the end of a few years.

All I can seem to get out are individual performance reports on each instrument, but not as a whole.

NinjaTrader_Ray · 05-23-2007, 06:57 AM

NinjaTrader does not support portfolio level backtesting at this time which is the function you are looking for. You can only test per instrument individually or as a basket (instrument list) just not based on sharing account data.

05-22-2007, 07:05 PM	#1
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	Backtesting with a simulated account? How do I backtest a strategy with Sim101? I want to backtest my strategy on all the symbols on nasdaq100 and have my strategy only be able to submit simulated orders if the account has enough buying power to do so. Basically I'm looking for a way to get a report on if my strategy made money or not at the end of a few years. All I can seem to get out are individual performance reports on each instrument, but not as a whole.
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05-23-2007, 06:57 AM	#2
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,163 Thanks: 6 Thanked 45 times in 32 posts	NinjaTrader does not support portfolio level backtesting at this time which is the function you are looking for. You can only test per instrument individually or as a basket (instrument list) just not based on sharing account data. Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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