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    Optimization results keep changing

    I am having an issue with NT8 when I run optimization and get my results, if I click to run it again, without having changed any settings, I get different results. This doesn't happen if I run as backtest type "standard", only optimization. If I click the run button over and over, the results will sometimes change back and forth between 2 different answers. I have attached the screenshots of what I am describing. Thank you for your help.
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    Last edited by krugman25; 02-14-2016, 12:07 AM.

    #2
    Originally posted by krugman25 View Post
    I am having an issue with NT8 when I run optimization and get my results, if I click to run it again, without having changed any settings, I get different results. This doesn't happen if I run as backtest type "standard", only optimization. If I click the run button over and over, the results will sometimes change back and forth between 2 different answers. I have attached the screenshots of what I am describing. Thank you for your help.
    Which optimizer are you using: standard or genetic?

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      #3
      It is standard

      Comment


        #4
        Hello Krugman25,

        Thanks for your post.

        You may have some variables that might need to be reset on each run. Please see: http://ninjatrader.com/support/helpG...niteration.htm for an explanation and examples.
        Paul H.NinjaTrader Customer Service

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          #5
          Paul, I already properly handle all of my local variables and the issue persists. But just for giggles I set IsInstantiatedOnEachOptimizationIteration to true and the problem still persists. My problem sounds almost identical to this post http://ninjatrader.com/support/forum...ad.php?t=82148

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            #6
            Hello krugman25,

            Thanks for your reply.

            Does your strategy have an added dataseries?
            Paul H.NinjaTrader Customer Service

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              #7
              Yes sir, it uses daily bars, and at the code level I add in a weekly dataseries.

              That looks to possibly be the same issue in the other thread I referred to earlier. Has NT discovered why the extra dataseries is causing this?
              Last edited by krugman25; 02-16-2016, 01:23 PM.

              Comment


                #8
                Hello krugman25,

                Thanks for your reply.

                The bug report, NT8-9368, is still open so that would mean the issue has not yet been resolved. For your understanding you can follow NT8-9368 when each release of Ninjatrader is made, you will see in the release notes have a reference to all the feature requests and bug reports that have been completed in that release version.

                Thanks for your participation in the beta program and for reporting on this issue.
                Paul H.NinjaTrader Customer Service

                Comment


                  #9
                  Thanks Paul, I will be following that closely. I am only using the weekly bars to more quickly calculate the 4 week and 52 week high. I could do that from the daily but use more CPU and RAM. I think for now I will have to do everything off of the daily until the issue is resolved.

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