Bug in Optimizer

[NinjaTrader_Josh]

It would appear the "Keep best # results" is messed up. Instead of displaying the top x best results I think it is just providing either last x amount of results.

I ran a simple optimizer on a variable to have it optimize between 1 and 20. It was suppose to optimize on max % profitable and it kept giving me the result of when the result was equal to 20. The % profitable with it at 20 was 56%. When I reran the optimizer with a "Keep best # results" at 20 (all possibilities) it returned results that had some % profitable up at 70%. Obviously when "Keep best # results" is set to 1 it isn't returning the single best result.

[NinjaTrader_Dierk]

I can't reproduce. I tried SampleMACrossOver strategy with "max % profitable", varied "Fast" from 2 to 20 (step=1) and tried different "keep # best results".

-> works as expected and always shows best N results

[NinjaTrader_Josh]

Hmm thats strange. From the screenshots you can see the 20 possible results and when I set it to show only the top 3 it shows just the last 3. Having a parameter of 2 is suppose to yield higher results than having the parameter set to 20 :/

[NinjaTrader_Dierk]

Not sure I follow. Does it nor work for you using my setup or no?

You need to check the column "max % profitable" (which is the target of your optimization and which is on none of your screen shots). Other columns are irrelevant for comparison.

[NinjaTrader_Josh]

Jeez. Can't think properly late at night. Okay I redid the screenshots to now show the relevant column, but the problem is still there.

The maximum profit from the 20 possibilities is 52.17% shown in the first screenshot. When I switch the "Keep best # results" to three you can see that 52.17% is not even displayed as any of the top 3 results.

A pattern is also easily detected from the parameters that it is showing as results. If I choose to see top 5 results I get the results for 20/25, 19/25, 18/25, 17/25, and 16/26. If I choose to see top 1 results I will get 20/25 and top 2 will yield 20/25 and 19/25.

[NinjaTrader_Dierk]

There is a bug in max % profitable (long/short/all) which will be resolved with next update.

Thanks for pointing that out.