Accessing optimiser result

[Lionel92]

Hello

To help optimising strategies I have build custom strategy script that export data into a database. Many data are exported, each run (1 minute 3 years) takes 1 hour.

I am know trying to use the optimiser to batch several runs in one go at night and access the results the day after.

I doesn't work because each backtest is identified by a "run number" in my export procedure calculated in the on start event. I have the feeling that Ninja is optimizing the backtest by launching has many clones of the strategy as they are values to be optimised, which is nice (Event On start occurs several time before the first generation of the on bar up date event)

Question 1 at trade generation is there a way to identify the run of the optimiser against which the trade is generated

Question 2 the optimisation generate a list of trades and strategy performance value, associated to a given set of parameters how can we access this data ?
which event occur after termination of the optimisation run (on termination ?)

Many thanks for your reply

Lionel

[NinjaTrader_Bertrand]

Hi Lionel, we could unfortunately not support accessing the optimizer results programmatically (OnTermination the last state you could code against).

You're correct though on the multitude of strategy instances used in the process.

[Lionel92]

Hello

first of all thanks for the reply.

I have placed the code which export strategy data in the on termination event. It works almost OK. : one optimiser strategy record is duplicated and another is missing;

I ve seen that you are not offering support to optimizer data access but do you have any hints about that (must be a selection criteria on the trade performance collection)

Lionel

[NinjaTrader_Bertrand]

Sorry Lionel, would unfortunately not have a hint to share here in that area.