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Strategy Analyzer and Enum Parameters

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    Strategy Analyzer and Enum Parameters

    Custom enums seem to work fine as parameters when backtesting, but when you try to optimize with enum parameters it remains blank. Is that expected behavior? If it is, you might want to consider allowing the optimizer to, at least, iterate through each enum.

    #2
    Hello GrumpyTrader,

    Thank you for writing in. I have attempted to replicate this behavior on my end and received the attached result when trying to optimize a strategy with an enum parameter in NT8 version 8.0.0.3.

    Could you please verify that this is what you are describing and if not, what version of the platform you are using?

    I am currently running this by our development team to see if this is the expected behavior or not.

    Thank you for your patience in the meantime.
    Attached Files
    Last edited by NinjaTrader_MichaelM; 08-18-2015, 12:12 PM.
    Michael M.NinjaTrader Quality Assurance

    Comment


      #3
      Hi Michael,
      Please see the attached example:

      The code is attached as well as pictures showing the strategy analyzer with standard backtest which shows the enums, and optimization where the enums are blank. Additionally if I try to run the optimization it will crash the platform.

      Perhaps it is pilot error but I don't see anything wrong.
      Attached Files
      Last edited by GrumpyTrader; 08-18-2015, 12:55 PM.

      Comment


        #4
        Hello GrumpyTrader,

        Thank you for sending those files. I am however unable to see your screenshots. Would you possibly mind reattaching them?

        I am currently investigating this issue and will get back to you as soon as I know more.

        Thank you for your patience in the meantime.
        Michael M.NinjaTrader Quality Assurance

        Comment


          #5
          On my end NinjaTrader throws an exception and crashes also (If the exception is catched, NinjaTrader shouldn't crash by this issue).

          However, the exception is avoidable by removing the attribute NinjaScriptProperty from the enumerable property.

          Comment


            #6
            Hello GrumpyTrader and cls71,

            I am unable to replicate this behavior on my end either by manually adding the [NinjaScriptProperty] attribute or by using the code GrumpyTrader provided. Could you please verify which version of the beta you are running by navigating to Help -> About?

            Thank you in advance.
            Michael M.NinjaTrader Quality Assurance

            Comment


              #7
              Hi Michael,
              Removing both:

              [Range(1, int.MaxValue)]
              [NinjaScriptProperty]

              fixed it for me. Last question, is it possible to optimize enums with the new optimizer without converting them to integers? I thought this was one of the features that was to be added with NT8.

              Comment


                #8
                Hello GrumpyTrader,

                I am still awaiting a response from our development team on this and I will follow up as soon as I know more.

                Thank you for your patience in the meantime.
                Michael M.NinjaTrader Quality Assurance

                Comment


                  #9
                  Hello GrumpyTrader and cls71,

                  Today I was able to recreate the issue with the [NinjaScriptProperty] attribute applied to a custom enum parameter causing a blank field in the optimization window and subsequent platform crashing. I have submitted this as a bug report. I am still awaiting further information on whether or not optimizing on custom enum parameters will be supported in NinjaTrader 8.

                  Again, thank you for your patience in the meantime.
                  Michael M.NinjaTrader Quality Assurance

                  Comment


                    #10
                    Hi Michael,
                    I was wondering if you heard back if optimizing custom enums will be supported?

                    Comment


                      #11
                      Hello GrumpyTrader,

                      I am tracking this thread and I can confirm that development has been actively investigating this. It may still be a few days however so I appreciate your continued patience in the meantime. I will update this thread as soon as I have an official response.
                      Michael M.NinjaTrader Quality Assurance

                      Comment


                        #12
                        Hello GrumpyTrader,

                        Thank you for your patience. Both issues were determined to be bugs. In the next release of NinjaTrader 8 you will be able to optimize on multiple enum parameters and the [NinjaScriptProperty] tag will work as expected.

                        Thank you for bringing this issue to our attention.

                        Please let me know if you have any questions or if I may be of further assistance.
                        Michael M.NinjaTrader Quality Assurance

                        Comment

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