OnStateChange() calls with State == Configure

[MM345]

What could cause NT to call OnStateChange with State==Configure multiple times in a strategy during the Strategy Analyzer?

I noticed this unexpected behavior in one of my multi-instrument strategies. I then restarted Ninjatrader and it was only called once. Results were 100% identical both times, but it ran much faster when NT only went through the State == Configure block once.

[NinjaTrader_Jim]

Hello MM345,

Thanks for your inquiry.

State.Configure will be called in the Strategy Analyzer for each back test iteration. This would mean that State.Configure would be called multiple times for optimization backtests.

We advise to use State.Configure to reset class level variables that are not dependent on Bars objects so the strategy can use IsInstantiatedOnEachOptimizationIteration for faster and more memory efficient optimization backtests.

Please see the "Resetting class level variables for Strategy Analyzer Optimization" section of the Best Practices linked below for more information.

Best Practices - https://ninjatrader.com/support/help...urceManagement

IsInstantiatedOnEachOptimizationIteration - https://ninjatrader.com/support/help...niteration.htm

Please let us know if we can be of further assistance.