incorrect parameter values in optimization

[rcfcu2000]

I am having a hard time to understand the results of strategy optimization.
I have a strategy which has four parameters and I set optimize against the fourth parameter, which is integer type, with 10:20 step 2.

see the results in attached image file.


why does the parameters show the same value? Shouldn't we expect to have the fourth parameter of 10, 12, ... 20, in stead of the same value of 20?

[NinjaTrader_PatrickH]

Hello rcfcu2000,

Thank you for your note.

Are you optimizing the Data Series as well? Can you provide a screenshot of the settings used in the Strategy Analyzer?

[rcfcu2000]

no, I did not optimize data series.

The settings is attached in the image:

[NinjaTrader_Jesse]

Hello,

Thank you for the reply.

I am unsure based on the image if this was or was not optimized, it could be that the 10 best results are all just included 20 as the best result because it was based on what happened.

Have you tried to increase the number of kept results to see if this changes or if other results include a different value? I would suggest trying this first, maybe 100 or more results just to check if the value ever changes. Another way to test would be to put a print in OnBarUpdate of the value of that int. Run the optimization and view the output, if the value has changed it is being optimized, otherwise if it is always 20 that would provide an answer to what is happening.

I look forward to being of further assistance.

[rcfcu2000]

Jesse, thanks for looking into this problem.

I figured out what is wrong with the code. I used private static variables for the internal parameters, I think static variables has a side effect such that the values was populated for all the threads.

I removed the static keyword, and it is working fine now.

[NinjaTrader_Jesse]

Hello,

Thank you for the reply.

Yes that would definitely cause an issue with the general structure of NinjaScript properties. I am glad it was just a modifier or easy resolution.

Please let me know if I may be of further assistance.