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?
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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