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| Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer. |
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#1 |
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Senior Member
Join Date: Oct 2008
Location: Dallas, TX
Posts: 682
Thanks: 0
Thanked 2 times in 2 posts
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Guys,
I believe I may have found a pretty serious bug. It is easy to reproduce. The bug is strategy analyzer will run a backtest, and show results of "xxx". Then, you run a different strategy in backtest mode. Later, come back and run the first strategy again -- the results are now different. Steps I am taking: 1) Load NT 6.5.1000.7. 2) Connect to data feed (IQfeed). 3) Open Strategy Analyzer. 4) Run NT built-in strategy "SampleMACrossOver". 5) Run NT built-in strategy "SampleAtmStrategy". 6) Re-run NT built-in strategy "SampleMACrossOver". The results have now changed from the first run in step 4. Between steps 4,5,6 I changed nothing on the dialog box. All dates, params, etc were identical. This can be reproduced using other strategies as well. It happens when I use any two strategies. The results are different the second time they are run. I should mention that after the results change on the second run, from there forward they seem to no longer change, until you exit NT and reload NT. I have already repaired my DB. I have reloaded historical data. I have duplicated this using IQfeed servers and IB servers. I am looking for confirmation on whether or not this can be duplicated, and how to address it. Mike |
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#2 |
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Senior Member
Join Date: Oct 2008
Location: Dallas, TX
Posts: 682
Thanks: 0
Thanked 2 times in 2 posts
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Here is a link for a video capture I made demonstrating this.
I used one of my strategies and one built-in strategy for this video, but you can also use two built-in strategies and still reproduce it. I used a date range starting with November 1 to make things faster. You can see it is quite a dramatic difference in backtest results on the exact same strategy in the exact same session just seconds apart from each other. http://www.mgbi.net/ninja/capture-3.mp4 - 11 meg video, 1m 14sec (right click, save as). Mike |
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#3 |
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Senior Member
Join Date: Oct 2008
Location: Dallas, TX
Posts: 682
Thanks: 0
Thanked 2 times in 2 posts
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Ok, a few more hours and I found out this is related to a previous bug I reported where the variable values from one strategy bleed into another one.
http://www.ninjatrader-support2.com/...ad.php?t=11147 Can we get a bug fix patch for this please? Mike |
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#4 |
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NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Posts: 17,458
Thanks: 1
Thanked 106 times in 70 posts
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Mike,
Your video is showing it with your own custom strategies not the sample ones. On the sample ones here we cannot reproduce your behavior. I suspect it has something to do with the way you have your custom strategies coded.
Josh
NinjaTrader Customer Service |
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#5 |
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Senior Member
Join Date: Oct 2008
Location: Dallas, TX
Posts: 682
Thanks: 0
Thanked 2 times in 2 posts
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Josh,
Thanks for your response. Even though at the time I wrote the post I could reproduce the issue with the built-in strategy, and I had exited and re-loaded Ninja about ten times doing so, for some reason I can't produce it anymore. The video does show the other bug from a previous post that you guys are now aware of. At the time of the video I didn't notice Ninja changing the values on me in the dialog box or I wouldn't have wasted time. If I am able to capture the results of the built-in strategy showing odd results, I will re-open this thread otherwise we can move on for now. Thanks and Happy Turkey Day! |
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