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Strategy Analyzer oddness

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    Strategy Analyzer oddness

    Hi,
    I'm wondering what could lead to the situation shown in the screenshot, where the summary of optimization runs does not match the full details shown in the lower pane. This is just one example, but clicking on any of them produces a similar situation.

    Thanks in advance,
    saltminer
    Click image for larger version

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    #2
    Hello saltminer,

    Thanks for your post.

    We could expect this sort of behavior if static variables are used. There can also be inconsistencies if IsInstantiatedOnEachOptimizationIteration is set to false and the strategy does not reset class level variables in State.DataLoaded.

    If you can confirm this is not the case for your strategy, could you reduce the strategy so it can reproduce these issues in a simple context? We could then use that script to file a report to the Development team.

    We look forward to assisting.
    JimNinjaTrader Customer Service

    Comment


      #3
      Hi Jim,
      there are no static variables, and this is the code in OnStateChange:

      IsInstantiatedOnEachOptimizationIteration = true;

      I can send you the code, but I actually disagree with the process of reducing the code, as simple strategies do not trigger whatever problem there might be to look at within the Strategy Analyzer. You actually need this code in full to experience the issue.
      I'm not asking you to debug the strategy code. The question is more like "how is it that I am breaking your Strategy Analyzer", which is an answer we both want to know.

      saltminer

      Comment


        #4
        If a strategy is significantly changed and recompiled between optimization and displaying the result, the output will most likely also not match up.
        I don't think that is what happened but it is possible.

        Comment


          #5
          Hello saltminer,

          A reduced example describing the issue will be needed for us to file a report with the Development team. If you would like to send me the source code as is, we can work together to breakdown the underlying issue, but we will still need to provide a reduced test case that describes the issue. As much as you can breakdown on your end will be helpful in getting an issue reported.

          Please send me an email at platformsupport [at] ninjatrader [dot] com with the script and screenshots showing how I can reproduce the issue with as little data as possible. I may also need to know your timezone to produce apples to apples tests. Please include the text "Attn Jim 2576653" and a link to this thread as well.

          I look forward to assisting.
          JimNinjaTrader Customer Service

          Comment

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