Problem in the Strategy Analyzer

[pstrusi]

Hi Ninjas,

I want to let you know that's something wrong in the Strategy Analyzer after a couple of trials, maybe the issue is the way how to take data from the database.

I't s pretty simple,and so far I can address the issue easily with a trick from your support team, but I think it'd be nice to look deeper with your developers.

Here is the thing: When I do some backtest for a script ( which is very simple ), changing just the Bar Range period and final date, in a progessive way, I'm getting a "logic scale" of results according to the input, but very soon, after some few test, I begin to receive results which has non-logic sense, because it brakes a logic scale of progressive results. Other issue is that certain daily dates disappear from the test results.
At first I thought, that it had to do with the scrip, but after closing completely NT, erasing the cache of the database in continues the test from the last point, the results recover their logic until after some tests, the issue shows once again.

For me it's not a big deal, but it's pretty annoying and stressful, becauseafter each test you must check if progressive logic of results is intact.

Please consider to check the link between the Strategy Analyzer and the database.

Thanks

[NinjaTrader_Matthew]

Hi,

Thanks for your report

We're aware of some related behavior with the strategy analyzer which we are revisiting in the next major release.

For me to help understand your report, what is your memory usage at during these runs when you have issues? When you follow the steps to clear your data, re-run the script, what does the memory return to when it runs without issues?

In between runs, are your developing/changing/compiling code in your script?

[pstrusi]

Thanks for the adknowledge, good to hear that.

1. I'm sorry but I didn't see the memory usage when issues come out.

2. When I re-start NT, it usage around 85 MG, but if I continues to backtest, it could go up to more than 200 MG. However, even at 200 MG, no issues.

3. No, when I have an active backtest, I don't change/compile anything, just waiting for results

I hope this info can be useful

[NinjaTrader_Matthew]

Thanks - please take note at the memory usage the next time you experience this behavior.

Additional, can you clarify if that is the 32-bit or 64-bit version?

[pstrusi]

windows 7, 64 bits, thus my NT version is 64 bits

[LTWCI]

Why isn't the Sharp Ratio calculation saved when you save a backtesting report? All other data is saved except that. When I open the saved backtest file in the strategy analyzer, the Sharp Ratio reads 1.0 even though there is an actual calculation listed in the backtesting results.

[NinjaTrader_Matthew]

Why isn't the Sharp Ratio calculation saved when you save a backtesting report? All other data is saved except that. When I open the saved backtest file in the strategy analyzer, the Sharp Ratio reads 1.0 even though there is an actual calculation listed in the backtesting results.

Hi,

This is a known limitation in NinjaTrader 7 which we're addressing in the next major release.