How to detect optimization ?

[misova]

How can be detected, that strategy runs in optimization mode?

I would like to disable heavy writing to database and other not-needed functionality
during optimization.

[NinjaTrader_Matthew]

While this is not currently documented, there is a StrategyBase.Category enum you can use to detect the mode it is running in. Since it's not documented, I cannot gurantee the behavior at this time, but do let us know if you see any issues

if (State == State.Configure)
{
	if (Category == Category.Backtest)
		Print("Strategy is running a regular backtest ");
	else if (Category == Category.Optimize)
		Print("Strategy is running an optimization ");
	else if (Category == Category.WalkForward)
		Print("Strategy is running walk forward optimization");
	else if (Category == Category.MultiObjective)
		Print("Strategy is running a multi objective optimization ");
	else if (Category == Category.NinjaScript)
		Print("Strategy is running on an account from a chart/strategies tab ");
}

[misova]

Thanx, it is completely clear now

[J_o_s]

While this is not currently documented, there is a StrategyBase.Category enum you can use to detect the mode it is running in. Since it's not documented, I cannot gurantee the behavior at this time, but do let us know if you see any issues

Is there, by the way, also such a undocumented feature for indicators? I'd like to check if my indicator is added to a chart or market analyzer; that way I can prevent drawing arrows in an environment that doesn't support it.

I couldn't find it in the NT8 language reference.

[NinjaTrader_Matthew]

Nothing as straight forward as the Category type, but here is something you can do. The indicator will either have a "Parent" or an "Owner" depending on how it's implemented. This is a quick way to test, but again since these are undocumented, this could change in a future release.

// check the type of window the chart is running on
if (Owner is Chart)
	Print("Running on a chart");

else if (Owner is SuperDom)
	Print("Running on a SuperDOM");

// market analyzer indicator column is not the 'owner' window
// therefore we needed to check against the 'parent' object type
else if (Parent is MarketAnalyzerColumnBase)
	Print("Running on a Market Analyzer");

[koganam]

While this is not currently documented, there is a StrategyBase.Category enum you can use to detect the mode it is running in. Since it's not documented, I cannot gurantee the behavior at this time, but do let us know if you see any issues

if (State == State.Configure)
{
    if (Category == Category.Backtest)
        Print("Strategy is running a regular backtest ");
    else if (Category == Category.Optimize)
        Print("Strategy is running an optimization ");
    else if (Category == Category.WalkForward)
        Print("Strategy is running walk forward optimization");
    else if (Category == Category.MultiObjective)
        Print("Strategy is running a multi objective optimization ");
    else if (Category == Category.NinjaScript)
        Print("Strategy is running on an account from a chart/strategies tab ");
}

If I may ask, what is the equivalent in NT7?

[NinjaTrader_PatrickH]

The equivalent would be BackTestMode, with three values: Backtest, Optimizer, or WalkForward.
For example:

NinjaTrader.Strategy.BackTestMode.BackTest

[koganam]

The equivalent would be BackTestMode, with three values: Backtest, Optimizer, or WalkForward.
For example:

NinjaTrader.Strategy.BackTestMode.BackTest

Not quite. I remember trying that one before with useless results. It always returned "BackTest", as far as I remember.

Just for grins and giggles, I tried it again anyway: I am often known to be wrong, after all. It was no different. Here we can clearly see that it is running on a chart, but it returns the same "BackTest", regardless of the connection.

**NT** Enabling NinjaScript strategy 'StragegyRunningLocation/15e4a206a1b9494c8c789bf55381efc8' : On starting a real-time strategy - StrategySync=SubmitImmediately SyncAccountPosition=False EntryHandling=AllEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=StopStrategyCancelOrdersClosePositio ns ExitOnClose=True/ triggering 30 before close Set order quantity by=Strategy ConnectionLossHandling=KeepRunning DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=True CancelExitOrdersOnDisable=True CalculateOnBarClose=True MaxRestarts=4 in 5 minutes

Strategy is running in Sim101
Strategy account mode: Simulation
Strategy connection: YAHOO
Strategy mode: BackTest
**NT** Disabling NinjaScript strategy 'StragegyRunningLocation/15e4a206a1b9494c8c789bf55381efc8'
**NT** Enabling NinjaScript strategy 'StragegyRunningLocation/15e4a206a1b9494c8c789bf55381efc8' : On starting a real-time strategy - StrategySync=SubmitImmediately SyncAccountPosition=False EntryHandling=AllEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=StopStrategyCancelOrdersClosePositio ns ExitOnClose=True/ triggering 30 before close Set order quantity by=Strategy ConnectionLossHandling=KeepRunning DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=True CancelExitOrdersOnDisable=True CalculateOnBarClose=True MaxRestarts=4 in 5 minutes

Strategy is running in Replay101
Strategy account mode: Simulation
Strategy connection: Market Replay Connection
Strategy mode: BackTest