Strategy Analyzer Issue

[Plan 9]

I am experiencing an issue with the NT8 Strategy Analyzer. I'm performing a simple optimization using the NT8 Strategy Analyzer. There is one parameter being optimized, across 6 values, so there are a total of 6 iterations. The final report has two main sections: 1) a summary report at top that shows 6 rows of data, one for each test, and 2) a report at the bottom that shows the details when you click on one of the top rows. For some reason, the two sets of data do not match up in my report. I have attached a screenshot. For example, I clicked on the third row, but the numbers in the report at the bottom do not match the numbers in the row at the top. The same thing happens for all six rows. Can someone please let me know what is happening? Thank you!

[NinjaTrader_Jesse]

Hello Plan 9,

Thank you for the post.

From the image it almost looks like the view is split between Tick and Currency reporting which I would not expect. Generally if you have the dropdown saying "Summary (t)" that means you have Tick reporting selected. That would also entail the values at the top section would be reported in Tick values and not dollar values.

Can you try changing the summary display from Tick to Currency and back again to see if that updates the values?

Another item to try here would be to test the SampleMACrossOver strategy to see if that produces the same result.

I look forward to being of further assistance.

[Plan 9]

Thanks for the reply. In the NT8 Strategy Analyzer, when you choose 'Ticks' as the display type, it shows ticks in the top report (to save space), and both currency and ticks in the detailed report. That part works fine. I changed from ticks to currency and back, but it does not fix the issue.

The issue I am experiencing is that all of the "profit" numbers are different from top to bottom (they do not match). The numbers in the detailed report at the bottom are correct, the ones at top are not.

I tried running the built-in NT8 "MA Crossover" strategy, and the numbers DO match for that strategy. So I guess that my strategy is doing something that causes the NT8 Strategy Analyzer Optimizer to not work properly. It is strange because the backtest Strategy Analyzer (without optimization) DOES work properly. In fact, the numbers in the detailed report (at bottom) are correct. But without a correctly working top report, the Optimizer is of no use. I will probably have to create a hand built optimizer, but I was hoping to avoid that... Thanks for your help.

[NinjaTrader_Jesse]

Hello Plan 9,

Thanks for the additional details and testing the sample.

With that result I would likely suggest to put effort into making a sample of that result rather than trying to create a optimizer yourself. If the analyzer is not matching up based on some logic you had used we would want to try and understand that first before trying to make a solution.

Because this relates to the optimizer you may want to focus on what values it used in that optimization to see if a backtest can ever produce that with some of those values. Another alternative is to look at the inputs you are using, I can't really tell in the image but they all look like standard int inputs. One way to isolate this would be to temporarily remove some of the inputs by not optimizing them to see which are involved in creating that result. If one or more of them are specifically required to see that a possibility there is to extract the logic surrounding those and we can take a look and how that's being used.


I look forward to being of further assistance.