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

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Old 11-24-2008, 06:54 PM   #1
ctrlbrk
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Unhappy Serious bug? Strategy Analyzer changes results, can reproduce

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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Old 11-24-2008, 07:45 PM   #2
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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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Old 11-24-2008, 10:58 PM   #3
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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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Old 11-25-2008, 08:14 AM   #4
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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.
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Old 11-27-2008, 04:41 AM   #5
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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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