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NT8 - Optimazation results - multiple trades taken in same direction

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    NT8 - Optimazation results - multiple trades taken in same direction

    I am running a strategy back test using simple MA crossover strategy with profit targets and stops, and running optimizer only on profit target and stops.

    This is run with TickReplay to ensure that ma are recalculated on each tick
    I do not use secondary time frame, as TickReplay is meant to ensure that each tick is analyzed.

    Somehow the system behaves really strangely;

    1 - I get multiple entries on the same bar in the same direction (see attachment)

    2. Optimizer does no analyze all options ( when I test stops from 0-8, I get worse results when testing on smaller set 1-8 - how that's possible? all options of 1-8 should have been tested in set of 0-8 !)
    the strategy follws.
    its just your SampleMACrossover with ProfitTarget and StopLoss
    Attached Files
    Last edited by astef; 02-06-2016, 10:39 PM.

    #2
    Hello,

    Thank you for the image and script.

    I tried the settings I can see from the image but was unable to produce this result, would you be able to email me at platform support @ ninjatrader.com and provide both the .xml and .cs file for the test that showed this result?

    The best way would be to run the test and get this result again if possible, and then go to the folder: Documents\NinjaTrader 8\strategyanalyzerlogs

    In the folder you will see many files, look for the ones named @@@MAStrategy _date_.cs and @@@MAStrategy _date_.xml

    Attache these to your email and please reference ticket 1460941

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

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