Strategy Analyzer Log tab - View Strategy errors out

[tgn55]

NT 8.0.20... ID NTEIGHT-13990 is claimed to be fixed ... but is NOT fixed. Clicking on W/F rows, and then selecting rows from the Summary table at top of screen, shows completely out-of-synch results. By which I mean things like number of trades, and Total Net Profit reported in the top frame are nothing like the numbers shown in the Summary View. I have no idea where it is pulling the info from... but it is CLEARLY bogus. still.

I did not Open in New SA... can't see why I should need to. The existing SA window is displaying nonsense. Maybe opening a new window is a work-around... but there is still a bug that causes the existing SA window to show god-knows what trades when you select different rows from the top pane...

And BTW... this invalid data is NOT restricted to walk-forward optimisations. If I view a normal optimisation from the log, I also get bogus results. ie, the number of trades, Total Net Profit etc reported in the Log history are completely different to the data shown in the Summary display. That.. in spite of other things (like Settings) appear to be correct.... so it is pulling SOME data correctly... but the really important bits... NO!!! Completely and badly wrong.!!!

[NinjaTrader_ChelseaB]

Hello tgn55,

I've given this a test but I am not able to reproduce.

Below is a link to the test I have just performed.

https://drive.google.com/file/d/1VIVYbrhtjI_-BR-iNE74SEnva1IqaINQ/view?usp=drivesdk

If you take the exact steps shown in the video are you getting different behavior?

[tgn55]

Hi Chelsea...thanks for the video you recorded... but I think I may have tracked down the cause of this behaviour... but it's now after 4:00 AM where I am, so might leave a full write-up until tomorrow !!

Briefly... I see (sometimes) odd results in the Strategy Analyser window... which you will NEVER see just testing Sample MA Crossover... because... I CHANGE the code of my strategy as I am developing it ... and of course, you are using static, unchanging strategy code.

What I've observed tonight is that when I select a different row in the Results (top) section of an optimisation, it re-runs the strategy (knew that from our earlier discussion about where the list of trades comes from... which is NOT pulled from the XML file ;-). However... here's is the crux of the matter (I think...)

If the code has been modified since the optimisation in the log tab history... you might get different results. In my case, new code has a parameter that simply was not there in the earlier version. When the strategy runs, that parameter gets set to zero... I checked in Visual Studio, set breakpoints etc so I can examine what is happening. And in my case, this results in a different number of trades being placed, and a significantly different Net Profit etc. So, as I've said from months ago... you end up with a huge (and puzzling) mismatch between the row in the Results pane, and the results reported in the Summary pane!!

OK... making progress... but I have one thing I am seeing that has me stumped....

In the Strategy Analyser settings pane, I have Include Commission - true. But, when I trigger the strategy to be rerun (by picking a different row)... the trades show zero commission... and when I check in Visual Studio... IncludeCommission is false... !!!! And how that gets modified, I really have no idea.

Anyway... more tomorrow. I'll send some screenshots at a minimum... maybe some video.

Cheers,
T.

[NinjaTrader_ChelseaB]

Hello T,

Changing the strategy code, especially public inputs can corrupt any xml file. This includes workspaces, templates, and StrategyAnalyzerLog files.

If these code is changed, it is recommended to delete any old logs, workspaces, or templates and resave these.

Regarding the Commission, are you able to reproduce this after running a new optimization with the Include commissions checked in optimization parameters, and then re-opening the newly saved log file?

[tgn55]

The xml file is not corrupted... the SA Results pane shows the contents of the xml file correctly. (Yes, I checked...) So typically we have 10 rows of summary data shown in the top pane.

But, selecting one of those rows re-runs the strategy (new code) which may generate results that are different to what is saved in the xml file under strategyanalyzerlogs. No corruption needed!

I should be in bed... now 5:00 AM !! Tomorrow... the full story with pics, movies etc...

[NinjaTrader_ChelseaB]

Hello T,

If the code of a strategy is changed, especially the inputs, may I confirm you have deleted the old logs?

May I confirm you are able to reproduce the behavior after running a new optimization and creating a new log?