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Repeated Optimization results

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    Repeated Optimization results

    I have created profitable strategies that only involve a single indicators. I am trying to optimize parameters recently and noticed the results given are repeated. I choose to show the top 20 results and i get the same parameters repeated 20 times. I tried another strategy last night and its the same thing. Whats could be the issue with the platform? Ive not tried 4 of my strategies and every resulted is repeated 20 times.

    #2
    Hello Teebone21,

    Are you seeing that the parameters used for the optimization rows are the same for each row?

    May we have a screenshot?

    Are you able to reproduce this behavior using the Sample MA crossover strategy included with NinjaTrader?
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_ChelseaB View Post
      Hello Teebone21,

      Are you seeing that the parameters used for the optimization rows are the same for each row?

      May we have a screenshot?

      Are you able to reproduce this behavior using the Sample MA crossover strategy included with NinjaTrader?
      The parameters are different for each row but the results such as win %, profit factor, max drawdown, etc are all the same

      Comment


        #4
        Hello Teebone21,

        That may be due to the strategy logic.

        Have you used prints to print all of the values used for conditions to ensure that trades made should and are different?
        https://ninjatrader.com/support/foru...121#post791121

        May we see the output from the prints?

        Have you identified any orders that were placed when the conditions shows they should not have been?

        Are you finding the fill prices of orders are incorrect?

        Are you finding the PnL of each trade is incorrect?

        Are you calculating the static values yourself from the trade information and finding something is being calculated incorrectly?
        Chelsea B.NinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_ChelseaB View Post
          Hello Teebone21,

          That may be due to the strategy logic.

          Have you used prints to print all of the values used for conditions to ensure that trades made should and are different?
          https://ninjatrader.com/support/foru...121#post791121

          May we see the output from the prints?

          Have you identified any orders that were placed when the conditions shows they should not have been?

          Are you finding the fill prices of orders are incorrect?

          Are you finding the PnL of each trade is incorrect?

          Are you calculating the static values yourself from the trade information and finding something is being calculated incorrectly?
          I will take a second look when i get home from work but I remember that the trades were reviewed on live charts and were correct during visual comparison back testing. The optimization only output one set of parameter. I will post pictures
          Last edited by Teebone21; 11-27-2019, 09:13 AM.

          Comment


            #6
            Originally posted by NinjaTrader_ChelseaB View Post
            Hello Teebone21,

            That may be due to the strategy logic.

            Have you used prints to print all of the values used for conditions to ensure that trades made should and are different?
            https://ninjatrader.com/support/foru...121#post791121

            May we see the output from the prints?

            Have you identified any orders that were placed when the conditions shows they should not have been?

            Are you finding the fill prices of orders are incorrect?

            Are you finding the PnL of each trade is incorrect?

            Are you calculating the static values yourself from the trade information and finding something is being calculated incorrectly?

            Comment


              #7
              Hello Teebone21,

              The screenshot you have provided confirms that you are getting the same results which you have mentioned in post #1 and post #3.
              However, this does not provide any information about how the logic of the script is evaluating the data.
              Chelsea B.NinjaTrader Customer Service

              Comment


                #8
                Originally posted by NinjaTrader_ChelseaB View Post
                Hello Teebone21,

                The screenshot you have provided confirms that you are getting the same results which you have mentioned in post #1 and post #3.
                However, this does not provide any information about how the logic of the script is evaluating the data.
                I am learning the advanced settings of this platform. I ran backtest with the output window open ad got this error on all my backtest immediately

                Strategy 'PerfectTrend/-1': An order placed at '5/5/2019 5:08:00 PM' has been ignored since the order was submitted before the strategy property BarsRequiredToTrade had been met.

                This seems to be the hangup

                Comment


                  #9
                  Hello Teebone21,

                  This error is letting you know that the logic in the script attempted to submit an order before CurrentBar was equal to or greater than BarsRequiredToTrade.

                  Until CurrentBar is at least equal to BarsRequiredToTrade orders will be ignored.
                  https://ninjatrader.com/support/help...redtotrade.htm

                  This would not be causing the coded logic to generate specific orders at specific times. This only ignores orders until CurrentBars is equal to BarsRequiredToTrade.
                  Chelsea B.NinjaTrader Customer Service

                  Comment


                    #10
                    Is there a number I could call for additional assistance?

                    Comment


                      #11
                      Hello Teebone21,

                      Our NinjaTrader Platform support does not have an inbound number. Due to the average time we spend with each client, we utilize a combination of email support with live outbound calls through Skype and TeamViewer to remotely assist clients in an effective and timely manner.

                      Please send an email to platformsupport [at] ninjatrader [dot] com to schedule a call.

                      As a heads up, we cannot debug or modify a script on your behalf. This means that if we are on the phone, if you have questions about the logic of a script, we would need to end the call and assist with the debugging process through email. I can assist by demonstrating how to use prints, comments, and the output window to understand the behavior of a script.
                      Chelsea B.NinjaTrader Customer Service

                      Comment

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