How can a strategy tell it is being optimized?

[fbertram]

Dear NinjaTrader team,

my strategy prints quite a bit of stuff to the Output Window, which is very useful for me during development. At the same time, I want to make sure that nothing is printed during optimization.

Question: what is the recommended way for a strategy to tell if it was started by the optimizer?


Thank you,
best regards, Felix

[traderpards]

Dear NinjaTrader team,

my strategy prints quite a bit of stuff to the Output Window, which is very useful for me during development. At the same time, I want to make sure that nothing is printed during optimization.

Question: what is the recommended way for a strategy to tell if it was started by the optimizer?


Thank you,
best regards, Felix

I'd like to know that as well... I can figure out how to hide the bazillion parameters that I have in one of my strategies and make them available to the Strategy Analyzer, which I'd love to be able to do, if I knew the answer to that.

[NinjaTrader_PatrickH]

Hello fbertram,

Thank you for your post.

Utilizing the State.Historical in NinjaTrader 8 or the Historical bool in NinjaTrader 7 will allow you to determine if the strategy is running across historical data (backtesting) or if you are running over live/realtime data.
However, this means if you wanted the Output when testing later you would need to edit your code again.

So a solution would be to create your own bool that you set through the UI (User Defined Variable) to set whether or not you want the output or not. Then check for that bool before your Print() statements.

[fbertram]

thank you Patrick, I can live with that workaround.

As a low priority feature request, it would be great to have a way for the strategy to tell. Other tools have the GetAppInfo function, which gives the strategy access to quite a bit of useful information, which I have used in my strategies.

Thank you,
best regards, Felix

[gregid]

Interestingly I have just replied to similar question:

http://ninjatrader.com/support/forum/showthread.php?p=480432#post480432

There is a bool:
IsInStrategyAnalyzer
That may give you just what you want (but test it first)

[fbertram]

Hi gregid,

thanks a lot for your response. IsInStrategyAnalyzer is close... but unfortunately not enough. I'd like to be able to distinguish a standard backtest in Strategy Analyzer from an optimization, also in StrategyAnalyzer. As far as I can see, the bool you are suggesting will be true in both cases.

Thanks again,
Cheers, Felix

[bltdavid]

Dear NinjaTrader team,

my strategy prints quite a bit of stuff to the Output Window, which is very useful for me during development. At the same time, I want to make sure that nothing is printed during optimization.

Question: what is the recommended way for a strategy to tell if it was started by the optimizer?

In NT7,

if (Account.Name.Equals("Backtest"))
{
  if (BackTestMode.ToString() == "Backtest")
     Print("Normal backtest");
  else if (BackTestMode.ToString() == "Optimize")
    Print("Optimiziing backtest");
}
else
   Print("Running real-time - use Historical to know live or historical data");

[fbertram]

excellent bltdavid, this seems to be just what I need. Do you have any hints for NT8?

[bltdavid]

excellent bltdavid, this seems to be just what I need. Do you have any hints for NT8?

Did you try it?

Sorry, not up to speed much with NT8.

[fbertram]

Yes, I tried. Unfortunately BackTestMode does not exist in NT8.

Thanks again,
Best regards, Felix

[koganam]

Yes, I tried. Unfortunately BackTestMode does not exist in NT8.

Thanks again,
Best regards, Felix

In NT8, there is the undocumented StrategyBase.Category enum. Remember that it is not documented, so it can very well cease to work. Be advised accordingly.

if (State == State.Configure)
{
	if (Category == Category.Backtest)
		Print("Strategy is running a backtest ");
	else if (Category == Category.Optimize)
		Print("Strategy is running an optimization ");
	else if (Category == Category.WalkForward)
		Print("Strategy is running a 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 a chart/strategies tab ");
}

I believe that this has been disclosed on this forum before, but I could not find the original post to reference.

[fbertram]

awesome, exactly what I was looking for!

Thanks a lot,
Best regards, Felix

[fx.practic]

Thanks a lot, koganam