Incorrect Strategy Analyzer Optimization Results Displayed

[trader_rick]

Hi guys,
I'm getting the following problem. After running an optimization (lasting an hour or more) I look at the results. In the top half of the screen (Optimizer tab) I select which results I want to view in detail by highlighting a particular row.

In the bottom half of the screen, I can then select on a particular tab to zoom in on the info I'm interested in e.g. Summary, Chart, Graphs, Executions, Orders, Periods etc.

Very often, the detail in the bottom half does not correspond to that particular run selected in the top half, especially after I've switched to the Periods tab. In fact, the details appear to be referring to a run that doesn't even appear in the Optimizer list, let alone the one I selected. If I reselect the row at the top, usually the bottom half resets itself so that the two now correspond.

If you look at the attached file (screenshot), you will see that the total number of trades adds up to 414, even though according to the row at the top, the number should be 400. Similarly, net profit doesn't tally. If I were now to switch to the Summary tab, I would have information on a run with 414 trades and other data which matches with what is shown in the Periods tab and not the Optimizer tab.

This is from a saved optimization file and I have observed the same phenomenon with other files.

regards

[NinjaTrader_Jason]

Hello trader_rick,

Are you able to reproduce this behavior using consistent steps? If so, please provide me the steps to reproduce on my end.

What date range was used in the optimization of the screenshot?

Does the issue persist if you use less than 1 year of historical data?

[trader_rick]

I will see if I can reproduce and let you know.

The data was 3 minute bars for 3 months from Dec 08.

[Anagoge]

After running an optimization (lasting an hour or more) I look at the results. In the top half of the screen (Optimizer tab) I select which results I want to view in detail by highlighting a particular row.

I see this occasionally as well. I believe it is due to large memory usage/leaks by NinjaTrader when doing long optimizations. Next time you see this issue, check Windows Task Manager, and I bet NT will be using more than 1GB of memory.

[trader_rick]

Thanks Anagoge,

I've not managed to reproduce the error but I can confirm that it seems to have disappeared by switching to much smaller optimization runs.

You would have thought that in the wonderful world of .NET and automatic garbage collection that memory leaks would be a thing of the past!

[sajosh]

Don't mean to surface an old thread but this is still happening in 7.0.1000.4. Two things are happening ...

- When cycling through the various tabs, the upper symbol selection gets unset. So i have to click (set) the symbol which will reset the below tab. Sometimes I have to do this several times for it to stick. If i notice a pattern I'll report here.

- The period tab certainly is buggy. Especially after extensive optimization but also after slight optimization. I avoid that button now.

[NinjaTrader_Jason]

Hello sajosh,

Can you please clarify 'upper symbol selection' for me. Am I correct you refer to the rows in the Optimizer-tab? Once you select one row and you change tabs of the lower section, it changes the row selection?

I tested it a few times in the Strategy Analyzer on my end, however so far I was unable to reproduce the issue. Please let me know if you notice a pattern or any consistencies.

The Period-tab works fine as well during my testing. When you state 'buggy', am I correct it takes a while to load the tab? Or do you display incorrect figures in the Period-tab?

In addition, do you experience the two issues when you optimize the SampleMACrossOver strategy?

[sajosh]

By 'upper symbol selection' I meant the Instrument tab. It consistently and routinely losses the instrument selection when I move from say the Graph tab to the Summary tab or Period tab to Summary tab. This is what I mean my 'buggy' which is what the original poster said ...

Very often, the detail in the bottom half does not correspond to that particular run selected in the top half, especially after I've switched to the Periods tab.

This happens on Wizard created strategies after they've been optimized. Will try SampleMACrossOver strategy.

[NinjaTrader_Jason]

Hello sajosh,

I see, thank you for clarifying. I am able to reproduce this behavior on my end as well. Once I select the Summary-tab, the instrument changes to the first instrument in the list.

I will forward your findings to development to further investigate the issue. Once there is news regarding the issue, I will let you know.

Thank you for reporting.

[Trader.Jon]

dta 'refresh' to the 'rescue'

I have noticed such behavior on a consistent basis. I routinely select for 1000 best results when running long optimizations on PH Genetic and when selecting a specific coumn to get the best result (ie # trades, max net profit, lowest drawdown etc) and then going to the bottom section I make a habit of selecting (in this order) settings >> graphs >> summary and then review the summary. This gives me confidence that the data has been properly selected and filtered and then displayed by 'forcing' NT to refresh its datacore to through this multiple steps, especially if results are 'bunched' together in a small range of #of trades or drawdown amount etc.

The actions I suggest are not exclusively the domain of NT7 .. I have done similar 'workarounds' to refresh data matrixs in other software on older versions of windows. It is sad that win7 still requires the same steps to be sure of getting the data that I am looking for.

TJ

[NinjaTrader_Jason]

Unfortunately this is a known limitation in the Strategy Analyzer. If you select the Summary-tab, the Strategy Analyzer will revert to the first instrument listed in the Instruments-tab.