Strategy Analyzer. Mismatched Net Profit (Results vs Analysis & Graph).

[drecio]

Hi, sometimes after a Strategy Analyzer optimization, although most solutions are right there are some Results whose Total Net Profit does not match the Total Net Profit shown in Display (Analysis) and in Graph (Cumulative Net Profit). So, NT8 Strat. Analyzer is giving us some optimized solutions that are not valid, they should not appear in the Results Ranking, because they are wrong.

a) I think that this behaviour arises mainly when the time frame is also optimized
b) In case the time frame is optimized, there is a 2nd bug which is: The optimization never reaches the 2nd generation, it always stops at the end of the 1st generation..

To show you proof of this, I provide two samples with pictures.
Optimizations performed on " Sample MA crossover"


example #1
=========
Fast 5;200;1
Slow 5;200;1
Data Series (minute) 15;60;15
Jan 1 2006 to Dec 31 2016
CL 09-16 (Merge Back adjusted)
Data source: NinjaTrader continuum demo (CQG)
Optimizer: Genetic (generation size 400), the rest parameters as stock.
Optimize on: Max Net Profit
Keep best # results: 50

Mismatched Result:
Parameters: Period:60m Fast:15 Slow:23
Results: Total Net Profit: 225330$.
BUT Trades Analysis & Graph show Cum.net profit: 6090$


example #2
=========
Fast 5;200;1
Slow 5;200;1
Data Series (minute) 15;60;15
Jan 1 2006 to Dec 31 2016
CL 09-16 (Merge Back adjusted)
Data source: NinjaTrader continuum demo (CQG)
Optimizer: Genetic (stock params).
Optimize on: Max Net Profit
Keep best # results: 50

Mismatched Result:
Parameters: Period:15m Fast:35 Slow:38
Results: Total Net Profit: 122340$.
BUT Trades Analysis & Graph show Cum.net profit: -19720$



Best regards.

[NinjaTrader_MichaelM]

Hello drecio,

Thank you for reporting this. I am currently investigating this behavior and will update you shortly.

Thank you for your patience in the meantime.

[NinjaTrader_MichaelM]

Hello drecio,

I have confirmed this behavior and reported to development. The tracking ID # is: 10210 which you can use to locate whether or not the bug was fixed in the next release notes.
Release notes can be found here: http://ninjatrader.com/support/helpG...ease_notes.htm

Please let me know if you have any questions or if I may be of further assistance.