NT 8.0.0.8 Optimization Summary Net Profits Wrong

[rayko]

Hello,

I have uploaded a zip of a Word document containing the steps necessary to reproduce this error. I`ve also uploaded a small 4-way moving average strategy I created based on SampleMACrossOver that when executed, using the steps in the Word document, will reproduce the error. The document includes screen captures and steps.

Summary....
1. Executing the strategy will initially show a Strategy Analyzer with Summary and Detail panels saying Total Net Profit $3,065.00 and total # trades of 4.

2. Leave Strategy Analyzer open and shutdown NT8. After restarting NT8 ... the Strategy Analyzer Summary shows Total Net Profit $3,065.00 and total # trades of 4, however Detail Panel shows Total Net Profit $1,410.00 and 9 trades.

3. Immediately Clicking the Run Button to re-execute the strategy ... the Summary and Detail panels refresh a "new" Total Net Profit to $1,275.00 and total # trades of 3.

4. Immediately Clicking the Run Button again to re-execute the strategy ... the Summary and Detail panels refresh a "new" Total Net Profit to $6,405.00 and total # trades of 14.

5. Immediately Clicking the Run Button again to re-execute the strategy ... the Summary and Detail panels refresh back to original Total Net Profit to $3,065.00 and total # trades of 4.

This is a huge problem for me since I can`t always trust the results being given me by the Strategy Analyzer, even with the simple strategy I`ve uploaded for your testing.

I can not see any work-around for this bug...

I think you would agree that continually retesting an Optimization and only believing the results that occur the most often is not a reasonable option.

And when buggy optimization results are used as input to Walk Forward Optimization, will render useless and nonsense WFO results.

Can you pls test this at your end and let me know.

[rayko]

Hello Support,

Has anyone tried to reproduce this.

Please let me know.

[NinjaTrader_ZacharyG]

Hello rayko,

Thank you for writing in.

I will be testing this on my end and will return with my findings.

[rayko]

Hello ZacharyG

Its been a few days, have you tried to reproduce this error ?

Please let me know.

[NinjaTrader_ZacharyG]

Hello rayko,

I was able to reproduce this on my end.

I will be investigating further into why this behavior is occurring.

[NinjaTrader_ZacharyG]

Hello rayko,

I have submitted this as a bug report. Thank you for catching this!

From my testing, it's looking like that having an added data series that is different than the primary series is throwing off the values.

[whitmark]

Have you tried:

IsInstantiatedOnEachOptimizationIteration = true;

http://ninjatrader.com/support/helpGuides/nt8/en-us/?isinstantiatedoneachoptimizationiteration.htm

[NinjaTrader_ZacharyG]

Hello whitmark,

From our tests, setting this property to true will still provide inconsistent results in this case.

[whitmark]

rayko, what Windows OS are you running?

[rayko]

Hello Whitmark,

Its Windows 10 Pro

[whitmark]

That is what I thought, I am having similar issues with Windows 10 Pro and it seems to be isolated to that particular OS and its cousin, Windows Server 2016. NT Support has been able to reproduce the issue and has sent a bug request to Development (ID# NTEIGHT-9368).