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Getting additionnal figure from the optimizer

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    Getting additionnal figure from the optimizer

    Hello

    I am uzing the optimiser to generate automatically several backtests. At the end of a run the strategy script is exporting the performance of the run (performance All trades) to a mysql database for additional analysis using a statistical tool
    I am missing some information, mainly profit in risk (profit/ (entry point - Stop))

    I could calculate this value after the completion of each trade and clean the variable at the end of each backtect but i am not sure it will work considering the fact that the optimizer is generating several threads Will my computation be executed in the thread or not.

    Please give me your thought about that, i don't want to spend time developping the solution to discover at the end that it could not work due to multithreading.

    Better ideas are also welcomed

    Many thanks in advance

    Lionel

    #2
    Hello Lionel,

    I am not sure how you are writing to your custom mysql file but using the Optimizer it is going to run several threads at once so it is possible that the threads are conflicting that may throw off your results.

    It is not supported by you may use the following to disable multithreading when running a Backtest that may help.

    Code:
    protected override void Initialize()
    {
            MultiThreadSupport = false;
    }
    JCNinjaTrader Customer Service

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