Find the number of iterations a backtest has/will run against an instrument list - NinjaTrader Programming | futures io social day trading
futures io futures trading


Find the number of iterations a backtest has/will run against an instrument list
Updated: Views / Replies:299 / 1
Created: by tickleboy Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

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

  #1 (permalink)
Elite Member
Seattle, Washington
 
Futures Experience: Advanced
Platform: NinjaTrader, TradeStation
Broker/Data: Kinetick
Favorite Futures: ES
 
Posts: 18 since Oct 2011
Thanks: 15 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.

Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.


Reply



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

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Is there a finite number of contracts per a futures instrument ? yonatan Emini Index Futures Trading 17 June 23rd, 2017 02:54 AM
Flash Trade - Number of strategies per account and instrument azunal NinjaTrader Programming 1 April 9th, 2015 01:18 PM
NinjaTrader - read instrument list Jaba NinjaTrader Programming 3 April 23rd, 2013 05:36 PM
instrument list template or backup file ? mea109 NinjaTrader 3 September 29th, 2011 05:39 AM
NT 7 Instrument List issues frosty NinjaTrader 3 December 2nd, 2010 10:41 AM


All times are GMT -4. The time now is 10:32 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-12 in 0.08 seconds with 19 queries on phoenix via your IP 54.90.92.204