Strategy Analyzer reruns the backtest when a result is selected in the Log

[rktrade]

Here is the scenario:

1. Run a strategy in the Strategy Analyzer once. Turn the Show Log on.
2. Modify the strategy code (like you are working on improving it) and compile.
3. Run the strategy in the Strategy Analyzer again.
4. The Log at the bottom of the window now shows two entries that represent the two distinct runs of the strategy. Each includes dates, parameters, total net profit, number of trades etc etc. So far so good.
5. Make sure the last run (the one of the modified strategy code) is selected. Now select the first run (of the original strategy code) in the Log - the strategy is now rerun!
So the results in the top analysis panes of the Strategy Analyzer window show the new results calculated for running the latest code. My earlier results are gone!

When you display the results in the Strategy Analyzer Log they appear like the previous runs of the strategy and I naturally expect them to work just like results - simply click to open and view them again. I do not want to rerun the strategy at this stage. I think this is an important error in the working of this feature that should be fixed.

[NinjaTrader_ChelseaB]

Hello rktrade,

The Strategy Logs just contain the settings for the backtest so this can be re-run and charts, graphs, trades, etc can be generated. May I confirm you are requesting that the summary results are saved?

[rktrade]

Yes, I expect that the backtest results (summary, but better altogether with the trades) are saved. Or at least kept in the history for some time unless they are pinned.

I come from AmiBroker and it is handled nicely there. It simply stores all the backtest reports so you can quickly open some of the previous runs and review their statistics.


The use case is that while I develop a strategy I make a few changes to the strategy code and to the parameters and run backtest several times and I need to be able to judge which of my changes produced better profits, stats, equity curve etc. That's the minimum.

But ideally, I would like to be able to compare two backtest results side-by-side. This will make it simpler for me to decide which is better. Maybe it would be nice to have a Compare command for two backtests that will plot the equity curves (analytics of cumulative net profit on the same chart). This will allow to see that say my Strategy A v1.0 made some bad trades in December yet my Strategy A v1.1 improved in December while keeping all other trades well too.

[NinjaTrader_ChelseaB]

Hello rktrade,

I will submit a feature request on your behalf for the results summary and statistics to be saved instead of the backtest parameters.

Once I have a tracking ID for this request I will post in this thread for future reference.

[NinjaTrader_ChelseaB]

Hello rktrade,

This request is being tracked with ID# SFT-4815.

As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

Release Notes — https://ninjatrader.com/support/help...ease_notes.htm