Stopping a strategy for running thrice in backtesting

[zwentz]

To my knowledge, strategies run, or are at least initialized three times during backtesting. I'd like to only run my full strategy once, as I have some expensive computation going on outside of the onbarupdate method. How can I cause it to only run my external functions one time?

[NinjaTrader_Bertrand]

Correct, one as you open the strategies list, second time as you select and apply a strategy and the third time when it's actually started. Have you tried moving the calculations to the OnBarUpdate instead?

[zwentz]

I did that, but it still runs three times. Here's my code:

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
			//ToDay == 20090715
			if (ToDay(Time[0]) == DayOfLastBar && ToTime(Time[0]) >= TimeOfLastBar)
			{
				Run();
			} 
			else 
			{
				//load every interval into an interval list
				Interval interval = new Interval();
				interval.SetDate(Time[0]);
				interval.SetChange((Close[PredictBars] - Close[0]) / PredictBars);
				interval.SetADX((ADX(14)[PredictBars] - ADX(14)[0]) / PredictBars);
				interval.SetOBV(((OBV()[PredictBars] / 1000) - (OBV()[0] / 1000)) / PredictBars);
				interval.SetStoch(((Stochastics(3, 9, 3).K[PredictBars] - Stochastics(3, 9, 3).D[0]) / PredictBars), ((Stochastics(3, 9, 3).K[PredictBars] - Stochastics(3, 9, 3).K[0]) / PredictBars));
				interval.SetRSI((RSI(14, 3)[PredictBars] - RSI(14, 3)[0]) / PredictBars);
				intervals.Add(interval);
			}
        }

EDIT: I just figured it out, now that I thought about it.

Updated code:

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
			//ToDay == 20090715
			if (ToDay(Time[0]) == DayOfLastBar && ToTime(Time[0]) == TimeOfLastBar)
			{
				Run();
			} 
			else 
			{
				//load every interval into an interval list
				Interval interval = new Interval();
				interval.SetDate(Time[0]);
				interval.SetChange((Close[PredictBars] - Close[0]) / PredictBars);
				interval.SetADX((ADX(14)[PredictBars] - ADX(14)[0]) / PredictBars);
				interval.SetOBV(((OBV()[PredictBars] / 1000) - (OBV()[0] / 1000)) / PredictBars);
				interval.SetStoch(((Stochastics(3, 9, 3).K[PredictBars] - Stochastics(3, 9, 3).D[0]) / PredictBars), ((Stochastics(3, 9, 3).K[PredictBars] - Stochastics(3, 9, 3).K[0]) / PredictBars));
				interval.SetRSI((RSI(14, 3)[PredictBars] - RSI(14, 3)[0]) / PredictBars);
				intervals.Add(interval);
			}
        }