detecting backtest or real time simulation

[dave1992]

Hi,

Is there a way to detect in Ninja script whether it's executing in a backtest or real time simulation?

thanks
Dave

[NinjaTrader_Dierk]

This might be of value: http://www.ninjatrader-support.com/H...istorical.html

[dave1992]

Thanks for that. That's so close, but won't quite do it for me.

I have this piece of code to return from bar update when running live but processing historical data at startup:

if (Time[0] < startTimestamp)
{
Print("Ignoring: " + Time.ToString());
return;
}

This is so my strategy does not execute trades in the historical data when starting up running live. I have to comment the above code out when running backtest, and was wondering if there's a way I can work out whether I'm in backtest or running live.

thanks
Dave

[NinjaTrader_Dierk]

Not sure I follow. Link I posted should do what you are looking for: not placing trades on the historical part of your bar series

[dave1992]

Correct, that's what I want to do when running live, but when running backtest, I clearly do want all the trades to be placed on historical data otherwise there wouldn't be any trades executed at all.

[NinjaTrader_Dierk]

On backtest all trades are placed on historical data.

[dave1992]

Yes, but they wouldn't be if I had a line saying "if historical then return", which is the line I need to have in my code to stop historical trades in live mode. I'm running the same strategy here. In live, I want no trades on historical, in backtest, I do - same code! If I detect and reject trades for historical data in live, the same code would reject all trades in backtest.

[NinjaTrader_Dierk]

Unfortunately this is not supported.

[dave1992]

Thanks.

I'll be surprised if there isn't some way of doing it. For now I guess I'll just add a parameter to tell the script.

Dave

[ATI user]

in my cs i have

if ( !Historical || StrategyAnalyzer == "on" ) .....

this way I do not process historical data when running live....and when I run a backtest, one of the settings I turn on is my flag/switch StrategyAnalyzer....