Custom export of trades throws errors

[lakman184]

Hello,

I have a strategy where i have implemented a very simple trade exporter.

if (SLOrder != null && SLOrder.OrderState == OrderState.Filled)
{

entryOrder = null;
SLOrder = null;
TPOrder = null;

trailSLSet = false;
entryTriggered = false;

tm_string = tm_entryDate + ";" + Instrument.MasterInstrument.Name.ToString() + ";"+ amountStocks + ";" + tm_entryPrice + ";" + tm_exitDate + ";" + tm_exitPrice + Environment.NewLine;
File.AppendAllText(path, tm_string);

}

The Backtest has as input the S&P500 instrument list.

Unfortunately this implementation throws a lot of errors, any idea why this is happening?

Thanks,
Lukas

[NinjaTrader_Jesse]

Hello lakman184,

A backtest runs multiple tests at one time so if you use a file you will get read/write errors. You would essentially need a new file for each instance that is run in the backtest to completely avoid file IO errors in a backtest. In a normal single use you could write to the same file because the one strategy instance is using it at any given time.

The best solution for avoiding file errors would be to not use a file for storing the data but store the data in memory then export it later after the test is done. That could be achieved using an addon and C# static objects. A simple example would be to create an addon with a UI which has 1 button, the action of the button would be to save the collected data. In the addons class you could have a static variable which your strategies add the strings to.

https://docs.microsoft.com/en-us/dotnet/csharp/programming-guide/classes-and-structs/static-classes-and-static-class-members

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