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Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer.

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Old 11-23-2009, 11:31 AM   #1
Shogun SunTzu
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Default Optimization Reporting Two Differing Results

I am receiving odd results from optimizations, where results in different parts of the strategy analyzer window don't match, such as in the picture below, where the results in the single line at the top differ from those in the 'Summary' tab. When this happens, the single-line results are the same under both the 'Intstruments' and 'Optimizer' tabs, but are incorrect as reflected in the results in the tabs below.
In this case, one trade was made, correctly reported as a profit of $23.40, but the results in the single line up top reports two trades, for a total profit of $97.38. The 'Trades', 'Chart', 'Executions', etc. tabs all reflect one trade having taken place, but depending on how I click around among the 'Trades' and 'Summary' tabs (under both 'Intstruments' and 'Optimizer' tabs), the 'Summary' will display either of the single-trade or two-trade results.

Where are these two-trade results coming from ?

Have also noticed in the past some issues with running optimizations of the same strategy in multiple analyzer windows and having all their 'Settings' tabs reflect the settings of the last optimization that was ran, not the settings applied within that particular analyzer window.
What are the known issues there ? Documentation on the strategy analyzer window is quite thin.

Thanks !


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Old 11-23-2009, 11:56 AM   #2
NinjaTrader_Bertrand
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Shogun SunTzu, thanks for the detailed post, unfortunately I'm not sure how you produced this - does this happen consistently for you? Which NT release version are you running?

Opening two separate instances of the Strategy Analyzer and doing two backtests of the SampleMACross over using same contract(s) and different settings were reflected correctly on my end here. If you could post exact steps how to reproduce the behavior you saw, I'd be happy to give another run, thanks
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Old 11-23-2009, 01:07 PM   #3
Shogun SunTzu
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Default Strategy Analyzer Reruns with Tab Clicks

Thanks for checking into this...

There's not much I have to do to get these results -- I run the optimization and these discrepancies show up as I click to different tabs in the strategy analyzer.

This appears to be related to that strategy analyzer window behavior where the backtest/optimization runs over again as you click to different places. I know it does this because when I click to the new tab the cursor becomes an hourglass as the operation runs again and another set of results print in the output window. It's at this point, where it runs again, that a differing result shows up.
If I run the optimization with the 'Chart' tab open, for example, the strategy will run once, then once more right after that, apparently for drawing the 'Chart' tab. I can see two sets of strategy-related prints to the output window, one after another, and one has an extra trade in it, explaining why there are two different results.
The result in the top pane always reflect the "first" result, the 'Chart', 'Executions', and 'Trades' tabs always reflect the "second" result, and the 'Summary' tab will reflect either, depending on how you click around what tabs.

NT version: 6.5.1000.9
Same problem shows up on two different computers, but so far only for this particular instrument and strategy.
Last edited by Shogun SunTzu; 11-23-2009 at 01:13 PM.
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Old 11-23-2009, 01:52 PM   #4
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Please upgrade to 6.5.1000.14, clear your DB, and try again with SampleMACrossOver. If you can still reproduce perhaps we can try a remote login session.
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