Strategy Lifecycle

[Hyper]

I am currently confused about the Lifecycle and State transitions of a Strategy, so
I write up a simple Strategy with this output. For an ordinary guy like me, presuming
these prints are sequential as they are, the first 3 lines are a little strange. The SetDefault
is called in the 49806078 instance, apparently before its constructor is called which,
to most programmers would seem a bit odd; but maybe Reflection is doing things, who knows?

OrderEntryStrategy SetDefaults.49806078
OrderEntryStrategy SetDefaults END.
Constructor count: 1 for 49806078
OrderEntryStrategy Terminated.49806078
OrderEntryStrategy Terminated END.49806078
OrderEntryStrategy SetDefaults.14672690
OrderEntryStrategy SetDefaults END.
Constructor count: 2 for 14672690
OrderEntryStrategy SetDefaults.28031203
OrderEntryStrategy SetDefaults END.
Constructor count: 3 for 28031203
OrderEntryStrategy SetDefaults.13155542
OrderEntryStrategy SetDefaults END.
Constructor count: 4 for 13155542
OrderEntryStrategy Terminated.13155542
OrderEntryStrategy Terminated END.13155542
OrderEntryStrategy Terminated.14672690
OrderEntryStrategy Terminated END.14672690
OrderEntryStrategy SetDefaults.62063080
OrderEntryStrategy SetDefaults END.
Constructor count: 5 for 62063080
OrderEntryStrategy Configure.62063080
OrderEntryStrategy Configure END.62063080
OrderEntryStrategy Terminated.62063080
OrderEntryStrategy Terminated END.62063080
OrderEntryStrategy Terminated.28031203
OrderEntryStrategy Terminated END.28031203

So, when this Strategy was added to a chart, that was the
output. And presumably the strategy was activated.

I'll edit this to post the code; and may be able to attach a zipped
project, but here's the code in text: [will edit]

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;

namespace NinjaTrader.NinjaScript.Strategies {
public class MyStrategy : Strategy {

static int constructorCallCount = 0; // class static

static void myPrint(Strategy strategy, string msg) {
strategy.Print(msg);
}

// constructor
public MyStrategy() {
++constructorCallCount;
myPrint(this, "Constructor count: " + constructorCallCount + " for " + GetHashCode());
}

protected override void OnStateChange() {
try {
if (State == State.SetDefaults) {
myPrint(this, "OrderEntryStrategy SetDefaults." + this.GetHashCode());
myPrint(this, "OrderEntryStrategy SetDefaults END.");
} else if (State == State.Configure) {
myPrint(this, "OrderEntryStrategy Configure." + this.GetHashCode());
myPrint(this, "OrderEntryStrategy Configure END." + this.GetHashCode());
} else if (State == State.Active) {
myPrint(this, "OrderEntryStrategy Active." + this.GetHashCode());
myPrint(this, "OrderEntryStrategy Active END." + this.GetHashCode());
} else if (State == State.DataLoaded) {
myPrint(this, "OrderEntryStrategy DataLoaded." + this.GetHashCode());
myPrint(this, "OrderEntryStrategy DataLoaded END." + this.GetHashCode());
} else if (State == State.Historical) {
myPrint(this, "OrderEntryStrategy Historical." + this.GetHashCode());
myPrint(this, "OrderEntryStrategy Historical END." + this.GetHashCode());
} else if (State == State.Transition) {
myPrint(this, "OrderEntryStrategy Transition." + this.GetHashCode());
myPrint(this, "OrderEntryStrategy Transition END." + this.GetHashCode());
} else if (State == State.Realtime) {
myPrint(this, "OrderEntryStrategy Realtime." + this.GetHashCode());
myPrint(this, "OrderEntryStrategy Realtime END.");
} else if (State == State.Terminated) {
// should release ALL resources
myPrint(this, "OrderEntryStrategy Terminated." + this.GetHashCode());
myPrint(this,"OrderEntryStrategy Terminated END." + this.GetHashCode());
} else {
myPrint(this, "### Unhandled State: " + State);
}
} // end try
catch (Exception ex) {
myPrint(this, "Exception in OnStateChange state: " + State.ToString());
}
}
}
}

Sorry don't know how to prettyprint in the forum.

If we track the Object HashCodes as individual "clones", and also take note of the
number of times the constructor is invoked, this is a bit confusing.

It's possible that actions taken in States might influence the lifecycle evolution, of course,
in particular in the SetDefaults state.

Is it normal to have this lifecycle evolution on activation?

[NinjaTrader_ChelseaB]

Hello Hyper,

One thing to keep in mind is that NinjaTrader will construct many instances of the script for getting the defaults, such as when the Strategies window is opened, when the script is selected, when an instance is added, and when the script is enabled.

Once a script instance hits State.Configured, that instance is the running enabled instance.

Below is a link to the help guide on the lifecycle of a NinjaScript.
https://ninjatrader.com/support/help...fecycle_of.htm

As well as a link to a forum post that discusses.
https://ninjatrader.com/support/foru...288#post726288

[Hyper]

Thanks. That sounds logical, so the object that hits the Configure
state is the 62063080, so that's our object !! But then it's immediately
given the Terminated State. So how does that fit in? Thanks !

OrderEntryStrategy SetDefaults.62063080
OrderEntryStrategy SetDefaults END.
Constructor count: 5 for 62063080
OrderEntryStrategy Configure.62063080
OrderEntryStrategy Configure END.62063080
OrderEntryStrategy Terminated.62063080
OrderEntryStrategy Terminated END.62063080

I thought Terminated was the state when you were done, and
should be releasing all resources...?

[Hyper]

In a real complex Strategy implementation, I've identified the "clone instance" which proceeds through the entire sequence of states.
I think this is the one, so my current plan is to allocate resources in the RealTime state (and NinjaTrader does recognize that it is
requesting that runtime status) for that RealTime instance; and then perhaps just
ignore the Terminate state (for now; but let all the other clones Terminate) and hold onto resources. I can give more details later.

Just FYI, I don't think that clone instance is the
one that first received the Configure state; it was a later clone instance which I believe is my candidate for the full initialization...

[NinjaTrader_ChelseaB]

Hello Hyper,

That should be the case.

That instance is still enabled and didn't hit an error and disable?

Do you have prints in OnBarUpdate() showing that instance is still processing data in real-time?

[Hyper]

It's a fluid situation, but once I get clarity; I'll report it as best I can sometime today.
Thanks for your support; even though I realize this is outside your support envelope...
I'll be able to confirm its data processing is ongoing, fingers crossed.

[Hyper]

OK, sorry for the delay; I was down a rabbit hole allocating
a Winforms user interface as well; but now I understand what
needs to be done.

So it is definitely NOT the case that the Configure state identifies
the "clone" which will be allowed to survive.

The State transition sequence needs to progress beyond Configure, and
then you've got the one in which you may allocate your significant resources,
whether that is the DataLoaded state, or any later State; in my
case I just did it in Realtime State.

And it is also in that instance where you must terminate/release all
of your resources, later, of course, by having a clone member
variable flag to remind you.

Below shows the start of a Strategy on a Chart, up to the point
where my WinForms Form user interface is allocated and
functional; and you can see that it is "Clone #7" which is the first
one to progress to DataLoaded, then Historical, then Transition
and then Realtime. It's the 7474387 hash code instance.

The code is developed in Visual Studio Community 2017 and
an assembly DLL is generated. I didn't mess with any startup
properties, except to check "enable" for the Strategy being
started on the Chart.

The State transition prints are missing some of the hashcodes,
but they are just the same as the hashcode immediately above.
It is these hashcodes which I'm using to identify the various
clones.

Hope this helps clear up the confusion that I'm responsible for creating !!! lol

OrderEntryStrategy CTOR count: 1 hash:34561818
OrderEntryStrategy Terminated.34561818
OrderEntryStrategy Terminated END.34561818
OrderEntryStrategy SetDefaults.51613980
OrderEntryStrategy SetDefaults END.
OrderEntryStrategy CTOR count: 2 hash:51613980
OrderEntryStrategy SetDefaults.37314260
OrderEntryStrategy SetDefaults END.
OrderEntryStrategy CTOR count: 3 hash:37314260
OrderEntryStrategy SetDefaults.54540077
OrderEntryStrategy SetDefaults END.
OrderEntryStrategy CTOR count: 4 hash:54540077
OrderEntryStrategy Terminated.54540077
OrderEntryStrategy Terminated END.54540077
OrderEntryStrategy Terminated.51613980
OrderEntryStrategy Terminated END.51613980
OrderEntryStrategy SetDefaults.51096172
OrderEntryStrategy SetDefaults END.
OrderEntryStrategy CTOR count: 5 hash:51096172
OrderEntryStrategy SetDefaults.63497805
OrderEntryStrategy SetDefaults END.
OrderEntryStrategy CTOR count: 6 hash:63497805
OrderEntryStrategy Configure.37314260
OrderEntryStrategy Configure END.37314260
OrderEntryStrategy Configure.63497805
OrderEntryStrategy Configure END.63497805
OrderEntryStrategy SetDefaults.7474387
OrderEntryStrategy SetDefaults END.
OrderEntryStrategy CTOR count: 7 hash:7474387
OrderEntryStrategy Terminated.63497805
OrderEntryStrategy Terminated END.63497805
OrderEntryStrategy Configure.7474387
OrderEntryStrategy Configure END.7474387
OrderEntryStrategy Terminated.37314260
OrderEntryStrategy Terminated END.37314260
OrderEntryStrategy Terminated.51096172
OrderEntryStrategy Terminated END.51096172
OrderEntryStrategy DataLoaded.7474387
OrderEntryStrategy DataLoaded END.7474387
OrderEntryStrategy Historical.7474387
OrderEntryStrategy Historical END.7474387
OrderEntryStrategy Transition.7474387
OrderEntryStrategy Transition END.7474387
OrderEntryStrategy Realtime.7474387
Creating form
done Created form
.....running just fine.....

hyperscalper