Strategy backtest "Combined Results" bugs

[NinjaTrader_Jason]

Hello Dave,

Yes, Development already had the suggestion. However since two additional customers request it too, I forwarded their vote as well.

[NinjaTrader_Jason]

Unfortunately I have been informed that it will not be possible for NinjaTrader 7.

Each individual test is not saved in order to provide the details in the 'Combined' row.

[dave1992]

Doesn't sound like it would be difficult to do. Anyway, like I said, most of your professional traders are unlikely to fully accept backtest results in this scenario. It doesn't look good, esp since it's just the simplest type of data processing code.

If the results are not saved then that presumably means that figures like max drawdown in the summary are completely incorrect?

[dave1992]

By the way, if you'd said this 8 months ago, when it was presumably fairly obvious, then I could have been seriously adding to the code I've had to write to replicate this functionality. As it is, I now see no end in sight for resolving this, and now have a load of extra coding to do. Not happy.

[NinjaTrader_Jason]

No, all calculations should be correct.

My apologies, but I was not aware you requested it 8 months ago.

[dave1992]

No, all calculations should be correct.

Do you mean correct by your definition of what they do? I think most people would expect the combined max drawdown to be the max drawdown of all the trades run together. So, is it?

My apologies, but I was not aware you requested it 8 months ago.

Jason, I didn't mean you personally, but Ninja support in general.

regards
Dave

[NinjaTrader_Jason]

The Max Drawdown for the combined results is the average of all individual tests.

[dave1992]

The Max Drawdown for the combined results is the average of all individual tests.

Right, that's exactly what I mean. A max drawdown is like a high watermark. Having an average one is pretty much useless.

[NinjaTrader_Kyle]

Hi dave1992,

I'll forward those comments on to my development team.

Thank you for your feedback.

[ChiTrader2000]

Hi everybody,

Thanks for the information regarding the lack of performance tabs for the combined results. I am disappointed about this. I was planning to use NT7 of back-test and optimize a basket of 1000's of individual futures, so the performance tabs on a per-contract basis won't be very useful for me.

NinjaTrader Development Team: Please consider this my vote for making the combined results line item have as many performance tabs as each individual instrument. The tabs are really excellent, and would really add a lot to the value of NT7 as a back-testing environment if they were available for the combined results line item.

Thanks again for the info.

ChiTrader2000