Accessing the Optimization Context

[kevinenergy]

Is it possible to access the Optimization Context from within an Optimizing Strategy. I need to record some metadata related to the optimization, I was hoping to stick this in the notes field, or alternatively capture a known ID from the optimization context that would let me reference data that I could store externally.

Thank you

[NinjaTrader_ChelseaB]

Hello kevinenergy,

You can save the results grids, which would be the easiest way.
On the results grid you want to save, right-click select > Export...

https://ninjatrader.com/support/helpGuides/nt8/en-us/working_with_data_grids.htm

You can also save the parameters and performance metrics information by writing these to file. You might choose to make copies of existing scripts and add in the writing to file part.
Below are links to the help guide on these scripts.
https://ninjatrader.com/support/help...ce_metrics.htm
https://ninjatrader.com/support/help...ric_values.htm
https://ninjatrader.com/support/help...ness_value.htm

And a link to an example that demonstrates using StreamWriter to write to file.
https://ninjatrader.com/support/help...o_write_to.htm

For an instance ID you might create a public variable within the strategy and assign this a guuid in State.DataLoaded.
https://ninjatrader.com/support/foru...288#post726288

Then access that property from the strategy object provided to the OnCalculatePerformanceValue() method of the optimization fitness.

Attached is an example OptimizationFitness that calls values from a custom PerformanceMetric and also uses the strategy object.

[kevinenergy]

Hey Chelsea, thanks for pointing me in the right direction and for the example files and links. I was able to figure out how to do what I needed using these! Much appreciated!

[J2512]

Hi @NinjaTrader_ChelseaB

Most of links from your previous message no work, please could you update ti? I am interest in these:

You can also save the parameters and performance metrics information by writing these to file. You might choose to make copies of existing scripts and add in the writing to file part.
Below are links to the help guide on these scripts.
https://ninjatrader.com/support/help...ce_metrics.htm
https://ninjatrader.com/support/help...ric_values.htm
https://ninjatrader.com/support/help...ness_value.htm

Regards.

[NinjaTrader_ChelseaB]

Hello J2512,

I just checked each link and verified they all work.

May I confirm you are clicking the link and not copying and pasting the (shorted) link text?

[J2512]

Hi @NinjaTrader_ChelseaB

Many thanks, now that is working,

Another question. Is there any example to get results grid in excel of the optimization by coding instead use the example below?

You can save the results grids, which would be the easiest way.
On the results grid you want to save, right-click select > Export...
https://ninjatrader.com/support/help...data_grids.htm

Regards.

[NinjaTrader_ChelseaB]

Hello J2512,

There is not a supported way to get grid contents in NinjaScript.

However, the performance is saved to the SystemPerformance collection, which you can write to file.

https://ninjatrader.com/support/helpGuides/nt8/systemperformance.htm

https://ninjatrader.com/support/helpGuides/nt8/tradesperformance.htm

[J2512]

Hello Chelsea

thanks a lot for your support!!!

Regards.