Any way to exit backtest (without waiting for last bar) in C# strategy code?

[ChiTrader2000]

Hello,

I am running lengthy optimizations with multiple variables on dozens of futures contracts at once, and I would like to greatly speed up the process by by exiting out of the optimization's current backtest (current contract with current set of optimizable variables) before the last intraday bar of market data that is loaded in Ninja Trader for that contract.

Can I do this in my Ninja Trader C# strategy code?

More details: I am currently calculating the last date that I would like to test for each contract in the "Initialize()" method of my strategy, and I can write a Print() statement in the "OnBarUpdate()" that says "exit backtest now, since this contract has no more news events on future dates", but I an unable to exit the backtest at this point.

Thanks in advance!
ChiTrader2000

[NinjaTrader_JoshP]

ChiTrader2000,

You cannot exit out of a backtest. You can only remove processing of your logic by an overarching if-statement. This will still mean you loop through all data points though. http://www.ninjatrader-support2.com/...ead.php?t=4804

[ChiTrader2000]

NinjaTrader_Josh,

Thanks for the quick reply. I will "return;" on each OnBarUpate() event, per the samples in the link in your post.

I am still, however, trying to think outside of the box for ways to make my optimizations run much faster.

My tests are intraday tests that do not need 1 minute bar data on previous days, and we sometimes only trade a contract on a couple days of the year.

What if I only imported one or two days of 1 minute bar data per year per contract (import only the days we have orders on), and skipped all the days in between? Would this make Ninja Trader proportionally faster (going from 100 days of data to 2 days)? Do you think that Ninja Trader would still work properly if I did this?

Thanks again,
ChiTrader2000

[NinjaTrader_Ben]

Hello,

I will have Josh reply on Monday.

[NinjaTrader_JoshP]

Sure. You can try it just don't connect to a data provider while you are doing it.

[ChiTrader2000]

NinjaTrader_Josh,

Thanks for the info. I will give it a try.

ChiTrader2000