Parameter Persistence

[CashCache]

I looked around for information on saving parameter data of a strategy and did not find much that meets my needs. My thought is to create a Parameter Object that will hold all my custom strategy parameters and access methods. I would then “link” it to the parameters available through the strategy properties tab.

I could then either serialize this to disk for later retrieval, or save it to the registry. The unique identifier would be the Instrument.FullName.

If this is already done, great – point me in the right direction. If not, I’ll create it for my needs. If anyone else finds this useful, let me know and I will post the code – if the NT group does not mind.

Thanks,

-Scott

[NinjaTrader_Ray]

There is nothing that the NinjaScript layer provides for this.

[CashCache]

Understood. I'm writing my own XML serialization routine to handle this. I'll post my code if anyone finds this useful.

-Scott

[Pete S]

This is on my queue of things to do as well. It might be better if you use a combination of instrument name and strategy name to save the params.

[CashCache]

Good idea. I'm planning on adding the Interval as well.

-Scott

[jdfagan]

Hi Scott - I know this is bit of old thread but still a highly useful idea. Did you ever post your code for param persistence?

Also, is there a way to load in set of params for a strategy from within the Strategy Analyzer?

I wrote a "Load..."/"Save..." property hack (which uses change event of property to de-serialize/serialize out from/to file via the value within the property) which basically utilizes INI Windows API to be able to persist params for a strategy. But can only get the change event to trigger file load/save from within chart strat param dialog and not via Strategy Analyzer's strat param dialog.

JD