Back Testing - Accessing the From and To Dates

[LloydH]

Hi

Is it possible to access the From and To dates specified as parameters to a backtest from the strategy?

I want to use these dates to form part of my log file name.

Any help will be much appreciated.
Many Thanks
Lloyd

[NinjaTrader_Austin]

Lloyd, unfortunately this is unsupported.

[Baruch]

You can trace the from day from the first bar in OnUpdate() and the end date from the last bar.

Baruch

[LloydH]

Hi Baruch
Many thanks for your reply. I am setting my logs files up in the initialise , can you think of any way to do this?
best regards
Lloyd

[Baruch]

Hi Lloyd,
First - why in initialize?
Second - then rename on the last bar.

Baruch

[LloydH]

Hi Baruch

I first backup my logs from the previous execution and set up new ones in Initialise, as I only need to do this once per execution I figured Initialise was the best place for it. I guess I could move this to OnBArUpdate and add some additional checks to stop it running each time,
thanks again for your assistance, much appreciated
regards
Lloyd

[NinjaTrader_Austin]

Lloyd, is it recommended to keep as little code in Initialize() as possible because Initialize() gets called all the time in the normal course of NinjaTrader activities, thus executing extra code unnecessarily.

Instead, you can put it in:

OnBarUpdate()
{
   if (CurrentBar == 0)
   {
      // this block of code will run at the very beginning of the indicator/backtest being run
   }
}