NT8B10: strategy.SystemPerformance.* Missing from Optimization Fitness execution

[rayko]

Hello,

I`m trying to convert an Optimization Fitness from nt7 and found that "strategy.SystemPerformance.AllTrades" TradesCollection is EMPTY and not populated when I try to access it from within an Optimization Fitness script.

I`ve uploaded a screen print of an optimization of "Sample MA crossover". I`ve also uploaded an exported Optimization Fitness script the prints "Total number of All Trades, Total Winning Trades, and Total Loosing Trades.

Notice on the screen capture the Output window shows all Wins=0 and Losers=0 while the SA window shows the correct values.

Can you pls test this at your end and fix it in the next beta release.

Thank you

[NinjaTrader_PatrickH]

Hello rayko,

Thank you for your post.

I tested both your code and my own to find that the results matched what the Strategy Analyzer reported.
Attached is a screenshot showing your output and my own matching the Strategy Analyzer.

Please try a restart of NinjaTrader 8 and run the Strategy Analyzer with no other open windows in any workspaces loaded and advise if the incorrect values (or lack of any values) still occurs.

My code is attached as well.

[rayko]

Hello Patrick,

When I run your Test1502189 fitness, I get all zeros.

I did as you asked. Restarted NT8, with no other workspaces open. The only open workspace was "untitled1" and I was connected to Kinetic.

Here is a screen print of what I got. I tested using an SA of YM ##-##.

[NinjaTrader_PatrickH]

Hello rayko,

Thank you for your response.

May we request a support call with you to look into this on your PC?

If so, please send a note to platformsupport[at]ninjatrader[dot]com with 'ATTN: Patrick H - 1502189' in the subject line. We will need a time frame that you would be available and a phone number we may reach you at. Our normal support hours for calls are between 8:30 AM to 6 PM ET.

[rayko]

Hello Patrick,

I have sent the email.

Thank you.

[rayko]

Hello Patrick,

I had to reboot my machine after lunch and now the same problem is back again.

It would seem that the reinstall of NT8 fix, doesn`t stick following a reboot.

I`ve uploaded a screen print of Output windows following an optimization. I then opened one of the optimization iterations onto a separate tab and ran it again as standalone.

You can see that when a strategy is run standalone following an optimization, then System Performance values are not empty.

Not sure why or what to try next.

Can you please let me know ?

[NinjaTrader_PatrickH]

rayko,

I will try those steps on my end to try to reproduce.

[NinjaTrader_PatrickH]

Hello rayko,

I then opened one of the optimization iterations onto a separate tab and ran it again as standalone.

You can see that when a strategy is run standalone following an optimization, then System Performance values are not empty.

In testing I am having a bit of trouble recreating these steps here. Can you clarify or provide a step by step process of how you are taking one set of settings and running it standalone?

[rayko]

Sure no problem.

First run an SA Optimization with SampleMAcrossover like what is shown in SysPer Pic01. Notice the print output from Test1502189 is all zero.

Next, right-click on any one of the optimization iterations. I selected the second one with net profit -$6,160.00 and select "Open in Strategy Analyzer Tab".

Next, on the newly created tab, click the run button. Notice how the output window now shows the correct values printed by optimizer fitness Test1502189, shown in SysPer Pic02.

[rayko]

Hello Patrick,

Do you had any update on this.

I was thinking that its likely something wrong with how the Optimizer Fitness is being executed while the strategy is run in Standard Backtest mode and not optimization.

I would think that while a strategy is run in backtest mode, optimization fitness would NOT be executed.

Yet, in optimization mode the values are always zero.

Pls let me know.

Thank you

[NinjaTrader_PatrickH]

rayko,

Thank you for your patience.

We have tried this out a few machines but the results return correctly. I would like to ask what operating system you are running and whether you see this in the 64 bit and the 32 bit versions of NinjaTrader 8 as this will help us in re-creating this matter.

[rayko]

Hello,

I`m using Windows 10 Pro 64bit, see attached system info.

The problem exists while using both the 32bit and 64bit versions.

If you need to, I don`t mind if you need to remote link to my machine again for more info.

Thank you

[NinjaTrader_PatrickH]

Hello rayko,

Thank you for the additional information.

This should be all we need for now.