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Serious bug? Strategy Analyzer changes results, can reproduce

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    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

    #2
    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

    Comment


      #3
      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.



      Can we get a bug fix patch for this please?

      Mike

      Comment


        #4
        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 P.NinjaTrader Customer Service

        Comment


          #5
          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!

          Comment

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