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Strategy Analyzer Optimization Results columns keep resetting after Walk Forward

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    Strategy Analyzer Optimization Results columns keep resetting after Walk Forward

    Hey guys,

    I found an issue while switching between Optimization and Walk Forward Optimization in Strategy Analyzer. The columns keep resetting to the Walk Forward Optimization columns even if you save a default Optimization one.

    Steps to duplicate:
    1. In Strat Analyzer, select the Sample MA Crossover. I've uploaded the settings I used. Run the Optimization.
    2. Note that the columns do not include Start Date and End Date.
    3. In Strat Analyzer, change to the Walk Forward Optimization and Run it.
    4. Note the columns now include Start Date and End Date.
    5. Go back and run Optimization again and notice that the Start and End Date columns are there.
    6. Right click on the results and scroll down to remove Start Date and End Date. Save as a preset.
    7. Re-run the Walk Forward Optimization.
    8. Now re-run the Optimization. Notice the Start Date and End Date are back on.
    Attached Files

    #2
    Hello PN720,

    This behavior sounds like NTEIGHT-13137.

    Below is a link to the forum post where this was discussed.
    https://ninjatrader.com/support/foru...000#post844000

    May I confirm, is this new different behavior?

    If so, what version of NinjaTrader 8 are you using?
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Hi Chelsea,
      I think this is new behavior. It's not resetting the inputs. It's losing/resetting the columns that display on the Results.
      I'm using the latest 8.0.16.1.

      Comment


        #4
        Hello PN720,

        I'm testing and if I am able to reproduce I will report to our development.

        I appreciate your patience.
        Chelsea B.NinjaTrader Customer Service

        Comment


          #5
          Hello PN720,

          I was not able to reproduce.

          The start and end dates are not matching what is set in the parameters of your screenshot of the optimization run.

          Is the issue that after the optimization was completed that the start and end dates don't match the parameters used for the test?

          Was this the first test?
          Chelsea B.NinjaTrader Customer Service

          Comment


            #6
            Hi Chelsea,

            No, the issue is that the Start and End Dates get added back as columns to the Results, even though you remove them by right clicking on the grid, unchecking them and save it as a Default Preset. Your changes will stick as long as you run another Optimization.
            But as soon as you switch to Walk Forward Optimization and run one of those, when you switch back to Optimization, the Start and End Dates come back.

            Comment


              #7
              Hello PN720,

              Thanks for clarifying for me.

              I was able to reproduce and I have reported the behavior.
              Once I have an ID for this behavior I will post in this thread.
              Chelsea B.NinjaTrader Customer Service

              Comment


                #8
                Hello PN720,

                Ok, I've gotten word back from our development team.

                NinjaTrader has hard-coded the Strategy Analyzer to always show the Start and End dates when performing a Walk-Forward Optimization. Even if you uncheck these without changing the backtest type, they will re-appear the moment you run the walk-forward optimization again.

                This was not documented in the help guide.
                Chelsea B.NinjaTrader Customer Service

                Comment


                  #9
                  Hi Chelsea,
                  Ok, thanks for the info. I can understand why the Start Date and End Dates would appear for the Walk Forward. I have no issue with that.
                  However, the bug is that the Start Date and End Date columns get stuck back on the Results column when you run an Optimization after a Walk Forward Optimization. It shouldn't be doing that, especially after you've removed them from the preset.

                  Comment


                    #10
                    Hello PN720,

                    Our development has said this is also expected.

                    I will submit a feature request on your behalf for the start and end dates columns to also be effective in the preset.
                    Once I have a tracking ID for this request I will forward this to you for future reference.
                    Chelsea B.NinjaTrader Customer Service

                    Comment


                      #11
                      Hello PN720,

                      I've received tracking ID #SFT-3630 for this request to no longer hard code the Start and End date columns when running an optimization or walk-forward optimization and have these pull from the preset values.

                      Please note it is up to the NinjaTrader Development to decide if or when any request will be implemented.

                      We appreciate your feed back on this.
                      Chelsea B.NinjaTrader Customer Service

                      Comment


                        #12
                        Thanks for the update, Chelsea.

                        It's still a little confusing to me why this is expected behavior given that if you are running an Optimization and then remove the Start Date/End Dates and save the preset, they will be remain removed for subsequent Optimizations. But as soon as you switch to Walk Forward and switch back to Optimization, they return.

                        Comment

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