Strategy Analyzer Optimization Start/End Dates

[gm7_forum]

Hi, I'm wondering if in the Strategy Analyzer, when Optimizing/Backtesting, if there is a way to add additional Time Frames?

[NinjaTrader_ChelseaB]

Hello gm7_forum,

While this is not documented or officially supported, it has been suggested to use strategy.Bars.FromDate and strategy.Bars.ToDate in an Optimizer script.

https://forum.ninjatrader.com/forum/ninjatrader-8/strategy-development/1149880-extract-start-date-and-end-date-for-optimization-fitness?p=1150157#post1150157

[morong0414]

Hi Chelsea, are there any similar scripts for Performance Metrics? I can't use strategy.Bars.FromDate and strategy.Bars.ToDate there. Thank you.

[NinjaTrader_ChelseaB]

Hello morong0414,

Below is a link to the one performancemetric example I have to share.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1036516-additional-statistical-fields-in-analyzer-output#post1036892

A performance metric does not have direct access to the strategy the way an optimization fitness script does. I'm not certain of how the Bars could be accessed from this type of script.

[NinjaTrader_ChelseaB]

Hello gm7_forum,

I think I may have misunderstood your question.

Your script can add DateTime inputs. These would need to be serialized.

https://support.ninjatrader.com/s/article/Developer-guide-Serializing-for-saving-to-xml-templates-and-workspaces