IncludeTradeHistoryInBacktest

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IncludeTradeHistoryInBacktest

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Definition

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

 

Notes:  

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

In a 32-bit environment the property is always defaulted to false, except when the strategy is running on a chart or in a single-instrument backtest

In a 64-bit environment the property is always defaulted to true, except when the strategy is running on the strategy tab.

 

 

Property Value

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

 

Warning:  This property should ONLY bet set from the OnStateChange() method during State.Configure (or State.SetDefaults when adding the script from the strategy tab)

 

 

Syntax

IncludeTradeHistoryInBacktest

 

Examples

ns

protected override void OnStateChange()
{
    if (State == State.SetDefaults)
    {
        // Explicitly include trade history in a backtest
        IncludeTradeHistoryInBacktest = true;
    }
}
 
protected override void OnBarUpdate()
{
  // Stop taking trades after 10 trades have been taken since the strategy was enabled
  if(SystemPerformance.AllTrades.Count >= 10)
      return;
}