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Find the number of iterations a backtest has/will run against an instrument list
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Find the number of iterations a backtest has/will run against an instrument list

  #1 (permalink)
Seattle, Washington
Trading Experience: Advanced
Platform: NinjaTrader, TradeStation
Broker/Data: Kinetick
Favorite Futures: ES
Posts: 18 since Oct 2011
Thanks: 16 given, 9 received

Find the number of iterations a backtest has/will run against an instrument list

Hi all.

I'm looking for a way to determine programmically in a Strategy how many times it has/will run in a Backtest against multiple instruments. For example, if I run a strategy against MSFT, GOOG, and AMZN, then I want to know either the number of instruments that are in a backtest run, or some sort of notice when the backtest has run against the last instrument in the instrument list.

There are a couple ways I think this could be done:

1. Determine if the Strategy is being run against an Instrument List (More than 1 instrument) and find out how many instruments are in the Instrument List.
2. Is if there is some object (StrategyCollection for example) that would have a count of the number of times a Strategy has been run in a backtest. This must be stored somewhere as the StrategyAnalyzer window has a "Combined Results" row after a Strategy backtest has run against an instrument list, and this would require knowledge of the number of instruments it was run against.

Any ideas? I know this isn't supported by NinjaTrader, but I would appreciate any advice to lead me in the right direction.

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