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

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Old 06-27-2011, 05:23 AM   #1
guillembm
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Default Same periods, same parameters give different results. Why?

Hi,

I don't know if this is a bug, but when I run the strategy analyzer for the same period, the same min and max values for each parameter and, of course, for the same instrument I get different optimized results.

Each time I click on run without changing any setting results are sensibly different.

Can somebody tell me how to avoid this? I have to change settings on the GO parameters?

thanks
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Old 06-27-2011, 05:44 AM   #2
NinjaTrader_Bertrand
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Welcome to our forums - is this only seen if you work with GO optimization option? For the GO you would need to keep in mind it will not search through all possible paramters combinations but land close to the optimal result - it could however change with subsequent runs here.
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Old 06-27-2011, 05:49 AM   #3
guillembm
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thanks for your fast reply.

I just work with GO. Waiting times for default optimization are infinite.

I will try to reduce the scope of the min and max values of the parameters with the GO and then switch to the default
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