I try to optimize my strategy with Genetic(original part of ninjatrader 7).
this is how i optimize my strategy:
-choose dates, lets say: 01.01.2012 - 25.05.2012
- lets take a strategy, in this example named: TOTO
-lets give parameters for TOTo: initial stop loss, break even point, autotrail.
and now lets run it. we have a result: 241trades, PNL +1050usd and so on...
now I press again Optimize and lets wait for the result. Do not forget we do not change any parameters, or date, all stay the same....
we have result:
238 trades, PNL: -5625usd and so on....
how is it possible that everytimes, strategy optimizer give me different results for same strategy, same period of time??
i connect using CQG demo account, and i can say that right now, i am blocked!
Please help to understand this extraordinary phenomenom.
Thanks!
Regards,
Frederic
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