Optimization and Strategy States

[szayedoud]

Hi - I have some code in my script that should only be run once - where certain variables/properties should only be instantiated once. I have IsInstantiatedOnEachOptimizationIteration set to false in the SetDefaults state. The DataLoaded still gets called multiple times during optimization. And, my property is nulled out in each DataLoaded section. Below is a snippet of my code in the DataLoaded section, where my property PositionManager is always null, and gets reset. I am not sure what I am doing wrong, or if I am misunderstanding the documentation. Thanks in advance!

if (this.PositionManager == null)
{
this.PositionManager = new PositionManger(this);
}

[NinjaTrader_ChrisL]

Hi szayedoud, thanks for your question.

All of the backtests that run during an optimization are run in parallel on separate threads, so all class objects must be reset in State.DataLoaded. Unfortunately, an object can't be shared amongst all optimization backtests because of this. There's an example of resetting your class variables on the documentation page.

Please let me know if I can assist any further.