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NT8B11 Many Strategy Analyzer Bugs

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    NT8B11 Many Strategy Analyzer Bugs

    Hi,
    I started using the strategy analyzer a few weeks ago and I encountered many bugs. I didn't write all of them because I forget some but I think you should let one of your programmers play with it a lot in order to catch all the problems.

    Bugs:
    1. During a backtest I kept using other tools in different windows and sometimes the software crashed
    2. During the backtest sometimes all the orders are being printed to the output window which slows the process down. It also prints them again during the report generation. (The order trace was false)
    3. When I maximized the analyzer window and used the chart option after a backtest the chart didn't fill the screen
    4. The chart doesn't let you use Ctrl for free scrolling
    5. When I used the abort button during an optimization it didn't stop. The window looked like it stopped but in the output window I still saw my prints for many minutes after. Also when I closed the tab it kept running
    6. When I finished the optimizations phase and looked at the reports sometimes when I moved from one configuration to another I got the "generating report" indication but when it finished I still saw the results of the first configuration I looked at. Only when I used the log I could open more results. It worked only when I opened them in another tab
    7. When I tried to view the results in "points" and not currency the report disappeared

    Improvement suggestions:
    1. Add some indication of a backtest progress
    2. Add backtest runtime statistics so there will be an option to monitor efficiency of code optimizations
    3. Add an option to block the output window prints. Usually you don't need them in optimizations that run many configurations
    4. When NT crushes it will be great if when you start the software again the last active windows will reappear
    5. Add an option for trading hours per strategy. For instance telling the strategy to enter trades only in the trading hours specified. If you use the instrument sessions (which are now called trading hours) it changes the graph so a full day indicator will not show the same lines

    #2
    Hello ToMer_K,

    Thank you for writing in.

    As a test, are you able to reproduce these behaviors you have stated for the Strategy Analyzer by using the Sample MA crossover strategy?

    In the strategy you are testing, do you have any prints within the strategy that may be causing this output that you see in the NinjaScript Output window?

    Can you provide a simplified version of the strategy you are testing over demonstrating this behavior in the Strategy Analyzer so I may test on my end?

    I have submitted your suggestions as feature requests. We always appreciate customer feedback to improve our platform!
    Zachary G.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_ZacharyG View Post
      Hello ToMer_K,

      Thank you for writing in.

      As a test, are you able to reproduce these behaviors you have stated for the Strategy Analyzer by using the Sample MA crossover strategy?

      In the strategy you are testing, do you have any prints within the strategy that may be causing this output that you see in the NinjaScript Output window?

      Can you provide a simplified version of the strategy you are testing over demonstrating this behavior in the Strategy Analyzer so I may test on my end?

      I have submitted your suggestions as feature requests. We always appreciate customer feedback to improve our platform!
      Hi,
      I will not be able to reproduce all the bugs stated above because there are too many. I just wanted to enlighten your eyes that there is a lot of refinement to be done in the strategy analyzer.

      Try to make many trades (I made around 60000 trades in a 6 months test) and you will see that there are many bugs.

      I did not print anything to the screen. Later on I added prints in order to see if the backtest or optimization really stops when I try to stop it. It didn't... Many configurations were processed after the "abort' button was pressed.

      Thanks for adding my improvement suggestions. I think they are important.

      Comment


        #4
        Hello ToMer_K,

        I would like to investigate the cause of the prints that you're seeing when backtesting your strategy.

        As you have stated in your previous post that TraceOrders was set to false and that your strategy does not have any prints called in it, can you please provide further details of what you are seeing being printed to the NinjaScript Output window?

        Can you please provide a sample of the strategy you are using in the Strategy Analyzer so I may test this on my end?

        Do you see these behaviors occur on the Sample MA Crossover strategy?
        Zachary G.NinjaTrader Customer Service

        Comment


          #5
          I sent you the strategy by mail. When optimizing with the configuration I attached the prints appear.

          Now for some reason it stops the optimization after 8 iterations.
          Attached Files

          Comment


            #6
            Hello ToMer_K,

            In the screenshot you have provided me, I see properties that should not be accessible from within the Strategy Analyzer (such as start behavior or days to load instead of a start and end date).

            When selecting your strategy from the Strategy Analyzer on my end, I do see the appropriate properties.

            Can you please follow the steps below to see if this behavior still occurs in the Strategy Analyzer on a blank workspace?
            • Shut down NinjaTrader
            • Navigate to (My) Documents\NinjaTrader 8\workspaces
            • Cut and paste all the files within this folder onto your desktop
            • Restart NinjaTrader which should startup without any workspaces.
            • Open the Strategy Analyzer, select Optimization for your backtest type.
            Zachary G.NinjaTrader Customer Service

            Comment


              #7
              These options were there due to another bug that when you load a template the "Backtest Type" is blank and as a result these options appear. When you change the "Backtest Type" they disappear.

              Comment


                #8
                Hello ToMer_K,

                Do you still see this occurring when using a blank workspace?

                Can you please provide the template showing this behavior so I may test on my end?
                Zachary G.NinjaTrader Customer Service

                Comment


                  #9
                  Attached.
                  Now it doesn't show the blank Backtest Type. Maybe it happens after running a few backtest and optimizations in other tabs.

                  I don't know if you can recreate this bug but if you play with the strategy analyzer enough you will find a few more bugs that I already forgot.

                  Where can I see the list of reported bugs by ID? And where are the improvement suggestions?
                  Attached Files

                  Comment


                    #10
                    Hello ToMer_K,

                    So I can investigate further, can you please provide your log and trace files?

                    You can do this by going to the Control Center-> Help-> Email Support.

                    Please reference both a link to this thread and my name in the body of the email.

                    We do not have publicly available list showing reported bugs or feature requests. Users can check the release notes to see what changes and fixes were implemented with each new build that is released: http://ninjatrader.com/support/helpG...ease_notes.htm
                    Zachary G.NinjaTrader Customer Service

                    Comment

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