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NT8.0.0.7 Optimization Graph 3D Axis Values on wrong axis and wrong values

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    NT8.0.0.7 Optimization Graph 3D Axis Values on wrong axis and wrong values

    Hello,

    I`ve uploaded a screen pic of a strategy that was multiple parameters. After running it through optimization I graphed it to the 3D optimization graph using

    Parameter 1 x-axis: "FAST SMA Trend" (values ranging from 10;20;1)
    Parameter 2 z-axis: End @Bar Nbr Offset (values ranging from 1;3;1)

    I`ve highlighted in yellow the Optimizer parameters on the screen pic.

    Looking at the NT optimization graph, you can see that the x-axis labeled "Fast SMA Trend" has it parameters ranging from 3 - 5 (should be 1 - 20) and z-axis labeled "End @Bar Nbr Offset" has its parameters ranging from 10 - 20 (should be 1 - 3).

    Also notice that neither of my parameters has a data range of 3 - 5. Yet, the graph shows Net Profit results for this range.
    Attached Files

    #2
    Hello rayko,

    Thank you for writing in.

    As a test, does this also occur on the Sample MA crossover strategy that is included with the platform?

    Can you please provide the strategy you are using so we may test on our end? If you would prefer not to send the entire script, would you be able to produce a sample script that can replicate this behavior?

    To export your script do the following:
    1. Click Tools -> Export -> NinjaScript
    2. In the Export NinjaScript window that appears, click on "add"
    3. Select all of the files that you want to export and press the "OK" button
    4. A list of all files that will be exported will be shown
    5. Press the "Export" button to export the selected files


    By default your exported file will be in the following location:
    • (My) Documents/NinjaTrader 8/bin/Custom/ExportNinjaScript/<export_file_name.zip>


    Below is a link to the help guide on Exporting NinjaScripts.
    http://ninjatrader.com/support/helpG...us/?export.htm
    Zachary G.NinjaTrader Customer Service

    Comment


      #3
      Hello,

      I`ve created and uploaded a script that you can test with.

      The script is a clone of SampleMAcrossover named MySampleMAXOver3D. I`ve added 2 more SMA plots AND I`ve added all the parms from my own trading strategy.

      The script trades are still only using the SMA`s in order to generate PNL`s to graph in the Optimization Graph($).

      I`ve uploaded screen prints of an Optimization, so that you can substitute setting value ranges into the strategy analyzer similar to the way I reproduced the error.

      After running an Optimization, select to display the Optimization Graph ($). You only need to graph in 2D to reproduce the error. However more importantly, the same error also occurs in 3D.

      File: "3D OptimGraph01" shows how Parameter 1: "End @Bar Nbr Offset" displays a value range 10 - 11 while the actual parameter range is 1 - 1 (highlighted in YELLOW)

      File: "3D OptimGraph02" shows how Parameter 1: "Fast" displays a value range 25 - 30 while the actual parameter range is 10 - 15 (highlighted in YELLOW)
      Attached Files

      Comment


        #4
        Hello rayko,

        I am able to reproduce this behavior on my end with the sample strategy you have provided.

        I will be investigating this further and will return with my findings.
        Zachary G.NinjaTrader Customer Service

        Comment


          #5
          Hello rayko,

          Upon further investigation, I was able to narrow down the cause of this behavior.

          It looks like the use of property of type string is causing the results to be shifted by 1.

          Upon commenting this property out, the results show as expected. However, with this property in place where you have specified it, all results are shifted by 1, as mentioned before. Begin @Bar Nbr is showing the results of End @Bar Nbr, End @Bar Nbr is showing the results of Fast SMA Trend, etc.

          Further testing concludes that all properties located before the string property provide the correct information.

          The solution right now to get around this is to ensure that the string property is the last property that is provided in code. So, you'll want to move your "StrWFO_FileSuffix" property to the end.

          I will be submitting this as a bug report. Thank you for catching this!

          Please, let us know if we may be of further assistance.
          Zachary G.NinjaTrader Customer Service

          Comment


            #6
            Thank you ZarcharyG for figuring that out. My strategy results are now properly being shown using the 2D & 3D Optimization graphs.

            Comment

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