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IsInstantiatedOnEachOptimizationIteration = false not working NT8 B11

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    IsInstantiatedOnEachOptimizationIteration = false not working NT8 B11

    Steps to reproduce problem:
    1) run the attached strategy in BackTestType=Optimization (either Default or Genetic), with a range for period (say 1 to 10).
    2) Observe Output. I get something like this:
    State.SetDefaults. iter=1
    State.SetDefaults. iter=1
    State.Terminated
    State.Terminated
    State.SetDefaults. iter=1
    State.Configure. iter=1
    State.SetDefaults. iter=1
    State.SetDefaults. iter=1
    State.SetDefaults. iter=1
    State.SetDefaults. iter=1
    State.SetDefaults. iter=1
    State.SetDefaults. iter=1
    State.SetDefaults. iter=1
    State.SetDefaults. iter=1
    State.Configure. iter=1
    State.Configure. iter=1
    State.Configure. iter=1
    State.Configure. iter=1
    State.Configure. iter=1
    State.Configure. iter=1
    State.Configure. iter=1
    State.DataLoaded
    State.DataLoaded
    State.DataLoaded
    State.DataLoaded
    State.DataLoaded
    State.DataLoaded
    State.Configure. iter=1
    State.Historical
    State.Historical
    State.Historical
    State.DataLoaded
    State.Historical
    State.Historical
    State.DataLoaded
    State.Configure. iter=1
    State.DataLoaded
    State.Historical
    State.Historical
    State.Configure. iter=1
    State.DataLoaded
    State.Historical
    State.Historical
    State.Historical
    State.Terminated
    State.Terminated
    State.Terminated
    State.Terminated
    State.Terminated
    State.Terminated
    State.Terminated
    State.Terminated
    State.SetDefaults. iter=1
    State.Terminated
    State.Terminated
    State.Terminated
    State.SetDefaults. iter=1
    State.SetDefaults. iter=1
    State.SetDefaults. iter=1
    State.Terminated
    State.Terminated
    If the strategy was not being instantiated each iteration (as per documentation) then iter would be incrementing each time state changed to SetDefaults. In fact the output indicates that the strategy is being instantiated more times than the number of combinations required by the optimizer.
    Attached Files

    #2
    Hello DaveE,

    Thank you for your post.

    I am seeing the same behavior on my end. I will report to development.

    Comment


      #3
      Hello DaveE,

      Thank you for your patience.

      After review with Development the variables such as double, int, and bool would not need to be manually reset. Items like Lists would need to be reset in the case we decided to not use IsInstantiatedOnEachOptimizationIteration.

      Comment

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