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ExcludeTradeHistoryInBacktest

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Definition

Indicates if the strategy will exclude orders, trades, and execution history. When this property is set to true you will see significant memory savings at the expense of having access to the detailed trading information.

 

Note: Since trade information is not stored you will only see executions plotted on the chart with no connecting PnL trade lines.

 

Property Value

This property returns true if the strategy will exclude trade history; otherwise, false. Default is set to false.

 

Syntax

ExcludeTradeHistoryInBacktest

 

 

Examples

protected override void Initialize()
{

    // Excludes trade history for memory savings in a backtest
    ExcludeTradeHistoryInBacktest = true;
}