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

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Old 12-13-2010, 06:01 PM   #1
bbucha_stk
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Default Optimizer always same results

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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Old 12-14-2010, 06:30 AM   #2
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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?
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Old 12-14-2010, 07:24 AM   #3
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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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Old 12-14-2010, 09:30 AM   #4
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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.
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Old 12-14-2010, 01:11 PM   #5
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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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Old 12-16-2010, 09:21 AM   #6
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Quote:
Originally Posted by bbucha_stk View Post
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???
I did a reload historical data and it seems to work ok now. Thanks
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