I am running backtests on lots of products at once and writing the results to a database.
I would like some C# code to execute one time per backtest. If I test 30 contracts at once, the Initialize() event of the Strategy gets called 30 times. Is there an event handler like "Initialize()" that only gets called once per backtest, as opposed to once per contract per backtest?
Thanks in advance!
ChiTrader2000
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