Initialize() method or similar that runs once per optimization

[doranchak]

Apologies if this has been asked already - I am a NinjaTrader newbie!

The Initialize() method runs only once when starting a strategy or indicator. Is there a similar method that will run only once when starting an optimization session?

For example, I want to perform a computationally expensive calculation on a set of historical data, then re-use the calculation during optimization on many inputs to speed up the optimization process. Is this possible?

Thanks!

[NinjaTrader_Joydeep]

Hello doranchak,
Welcome to the forum and I am happy to assist you.

We recommend using the OnStartUp event to calculate any one time calculations. Please refer to our help guide to know more about it

http://www.ninjatrader.com/support/helpGuides/nt7/onstartup.htm

Please let me know if I can assist you any further.

[doranchak]

That's exactly what I needed. Thanks for your swift and courteous reply!