Detect Begin and End of Backtest on multiple instruments

marcjohnson · 11-20-2009, 12:06 PM

Given I am backtesting a group of instruments... what is a generic technique to detect the beginning and end of the entire backtested group... not per instrument?

I notice Initialize() and Dispose() get called for each instrument (multiple times), which is what I don't want.

Can't hard code any times/dates or instruments as reference points, since these are variable...

There has GOT to be a simple way to do this. For example is there a GUID for the entire multi-instrument backtest I can reference? A function to override? Some other technique?

Thanks a lot!
-Marc

NinjaTrader_Bertrand · 11-20-2009, 12:29 PM

Marc, unfortunately there's no supported method for this available.

11-20-2009, 12:06 PM	#1
marcjohnson Junior Member Join Date: Dec 2008 Posts: 2 Thanks: 0 Thanked 0 times in 0 posts	Detect Begin and End of Backtest on multiple instruments Given I am backtesting a group of instruments... what is a generic technique to detect the beginning and end of the entire backtested group... not per instrument? I notice Initialize() and Dispose() get called for each instrument (multiple times), which is what I don't want. Can't hard code any times/dates or instruments as reference points, since these are variable... There has GOT to be a simple way to do this. For example is there a GUID for the entire multi-instrument backtest I can reference? A function to override? Some other technique? Thanks a lot! -Marc
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11-20-2009, 12:29 PM	#2
NinjaTrader_Bertrand NinjaTrader Customer Service Join Date: Sep 2008 Location: Germany Posts: 22,377 Thanks: 252 Thanked 966 times in 949 posts	Marc, unfortunately there's no supported method for this available. Bertrand NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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