How to get optimization trade Bars from Results

[franco.tiveron]

After running an optimization, the trades list shows a column reporting the number of Bars per trade



On the Optimizer code, the property Results keeps a SystemPerformance array where pretty much all the information is available. However, I wasn't able to find the Bars duration for trades. Either I am missing the correct property in the Trade class, or that value is calculated by some other property that I can't figure out.

How can this be done?

[NinjaTrader_Jesse]

Hello franco.tiveron,

That is not a value that is contained in the trade performance and is just part of the results view. To find that value you would need to calculate the number of bars between two trades by using the execution times. You would use the entry time to find a bar index using GetBar() and do the same for the exit execution, then find the difference between the two values.

https://ninjatrader.com/support/helpGuides/nt8/getbar.htm?zoom_highlightsub=getbar

[franco.tiveron]

I tried that but unfortunately at the end of an optimization, Strategies[0].Bars is null. What is the most convenient way to retrieve bars at the end of an optimization? Being the code in an AddOn, should I rely on BarsRequest, or is there a better way starting from the optimizer?

[NinjaTrader_Jesse]

Hello franco.tiveron,

That would be something you would need to calculate as the script processes, there is no concept of doing processing after the test has ended. After the test ends the properties that can be released are released.

In regard to an addon, there is no support for using the trade performance or backtesting for addons so I could not suggest anything for that type.

[franco.tiveron]

Never mind, I got what I needed using BarsRequest.