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How to load list of ETFs into NT?
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How to load list of ETFs into NT?

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Futures Experience: Intermediate
Platform: NT,R,Matlab
Posts: 2 since Mar 2010
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How to load list of ETFs into NT?

Hey guys, I am using ninjtrader 6.5 for strategy development, and I was wondering if there was a quick way to load a few hundred ETFs into it at once. Right now I have been adding instruments one by one by creating new tickers, but that is getting tedious and will take a long time for hundreds of ETFs.

Also, if anyone knows, is there an efficient way to backtest a portfolio of stocks with one strategy? I mean say we have 10 stocks, how can we combine the backtest results for all ten stocks into 1 graph and 1 set of portfolio data where each stock would have a dynamic allocation based on strategy parameters?


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  #3 (permalink)
Administrator: Retired Backtester
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For #1, File -> Utilities -> Import Stock Symbol List.
Then, if your ETF are traded on the same exchange, put them all in the same text file, then Load.
For #2, you can backtest a group of stocks with the same strategy, and have a common results for these, and manage your allocation ($5000 per stock traded for instance).

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