Optimizer Shows Wrong Result Summary Line(s)

[BAltman]

Hi,

I'm running version 7.0.0.18. When I run the Optimizer function in the Strategy Analyzer, the summary line(s) show the wrong information. I ran a backtest first to see the results with the standard strategy parameters, and I then ran an optimization.

To keep it simple for the first run, I didn't vary any of the strategy parameters so there would only be one result row that should have matched the backtest results. The trades tab shows the same trades and cumulative profit as the backtest did, but the summary row on the top of the optimization screen is consistently showing the wrong results. Sometimes the summary screen shows the correct results (that matches the cumulative profit shows in the trades tab), and sometimes the summary screen shows the same incorrect results as the summary row on top.

I've attached three screen shots. The first one shows an optimization run with an incorrect summary row and the correct numbers in the summary display section. The second one shows the trades tab with the correct cumulative P&L.

If I run an optimization with multiple results (because I specified to vary one or more parameters), the result rows all show the same (bad) result and the summary section also shows the bad results (shown in the third screen shot). However if I go to the trades tab and click on different result rows at the top, the trades differ and show different (correct) results. If I go from the trades tab back to the summary tab, it then shows the correct results.

I think this is a bug, but if I'm doing something wrong please let me know.

Thanks,

Bob A.

[NinjaTrader_Austin]

Bob, thank you for the report. We will look into this.

[NinjaTrader_Austin]

Hi there, is this a reproducible event? If so, could you please send us the strategy used, the timeframe (both duration and type of bars) for the backtest/optimization, your backtest/optimization settings, data provider used, and any other information you feel could help us? I would like to test this out on my end, and we will need a reproducible scenario in order to isolate what could be going wrong.

[BAltman]

Hi Austin,

Yes, this happens every time.

The problem is that I'm developing the strategy under contract, and it's proprietary so I can't post it to the forum.

Is there a way to get it to you directly via e-mail, and some way to feel comfortable that it won't be divulged ?

Thanks,

Bob A.

[BAltman]

Hi Austin (again),

I realized that I can send you the strategy in an assembly where you won't get the source code, but I still would not want to put it up on the forum.

Can you give me an e-mail address to send it to (along with instructions on how to recreate the problem) ?

Thanks (again),

Bob A.

[NinjaTrader_Austin]

Bob, I just sent you a private message with the instructions.

[NinjaTrader_JoshP]

Bob,

As Austin is out for the week, did you send the file to him directly or was the file sent to support [at] ninjatrader [dot] com? If it was sent to support [at] ninjatrader [dot] com, did you get a ticket # for it? Thanks.