Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Weird optimizing result!!!

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Weird optimizing result!!!

    When I adopt a strategy to a chart, the buy and sell signals are all looked at the right direction. But when I optimize it, it turned everything red!!! I had lost my underpants off!!! It turned out as ugly as it gets!!! Why!?!?!? I don't understand!!!

    #2
    Hello YoutingChu,

    Thanks for writing in.

    When you run a normal backtest, do you see the same results listed for the parameters configured as you see for those same parameters of an optimization iteration? I have attached two pictures of the Strategy Analyzer running an optimization backtest on the SampleMACrossover strategy showing results for the parameter set of Fast: 10 and Slow: 25. The results are matching the normal backtest which is what we would expect to see for an optimization backtest.

    If you do not have matching results between normal and optimization backest iterations using the same parameters, I would check to see if you have IsInstantiatedOnEachOptimizationIteration enabled as this parameter will vary your optimization results if you have not written the strategy properly. (Variables must be reset in State.DataLoaded so their values are clean for each backtest iteration.)

    As for comparing chart results using realtime data to that of backtests, certain discrepancies must be considered when comparing the results. This is because backtests will use historical data while running a strategy on a live account will use realtime data.

    I have attached additional resources on the concepts discussed below.

    IsInstantiatedOnEachOptimizationIteration - https://ninjatrader.com/support/help...niteration.htm

    Comparing real-time, historical, and replay performance - https://ninjatrader.com/support/foru...d.php?t=102504

    Discrepancies between realtime and backtest - https://ninjatrader.com/support/help...ime_vs_bac.htm

    If the information provided does not lead you to a resolution, could you provide screenshots of the results that you are comparing (including the parameters used to configure your tests) so I may provide further input?

    I look forward to being of further assistance.
    Attached Files
    JimNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by MatthewLesko, Today, 07:59 PM
    0 responses
    3 views
    0 likes
    Last Post MatthewLesko  
    Started by VolatyTrading, Today, 07:57 PM
    0 responses
    2 views
    0 likes
    Last Post VolatyTrading  
    Started by RookieKiwi, Today, 06:53 PM
    0 responses
    3 views
    0 likes
    Last Post RookieKiwi  
    Started by kazisl, Today, 05:52 PM
    0 responses
    5 views
    0 likes
    Last Post kazisl
    by kazisl
     
    Started by andrewjoseph939, Today, 02:39 PM
    1 response
    8 views
    0 likes
    Last Post NinjaTrader_Jim  
    Working...
    X