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| Strategy Analyzer Support for automated system backtesting and optimization using the NinjaTrader Strategy Analyzer. |
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#1 |
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Senior Member
Join Date: Nov 2010
Posts: 161
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I run the optimizer for lets say Nov 2010 to Dec 2010 and I get 55 total results
I then change the start date to Jan 2010 same end date still get 55 total results. I then hit the back test got something like 167 results (Same Han to Dec) Then ran Optimizer and now it had this 167 result count???
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,555
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bbucha_stk, with which NT release version are you working here (you can check under Help > About) ?
Which strategy and market were you testing on as those results were displayed?
Bertrand
NinjaTrader Customer Service |
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#3 |
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Senior Member
Join Date: Nov 2010
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I am using NT7 and running the 6E.
I am getting different results with backtest vs Optimizer on same data setting. |
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#4 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,555
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Thanked 1,014 times in 995 posts
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Ok, which strategy are you using? Please the default SampleMACrossOver strategy we ship with NT7.
When I for example run this setup and backtest on a minute chart using default sessions and paramters of 10 and 25 I get identical results for backtest vs optimize. If you optimize you may use different settings as 'best' settings, so this would explain a deviation from the results the backtest would show then.
Bertrand
NinjaTrader Customer Service |
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#5 |
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Senior Member
Join Date: Nov 2010
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I will try the SampleMACrossOver strategy as requested
By the way I was very careful to make sure I was using the same strategy and parameter settings in my strategy. Stay tuned..... |
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#6 | |
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Senior Member
Join Date: Nov 2010
Posts: 161
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Quote:
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