Feature Request: Cache Strategy Analyzer Trade Info

[ChainsawDR]

Hi,

I may not have the full picture but it seems that after running a Strategy Analyzer backtest on a basket of stocks, when I click into one of the stocks and select 'trades' it appears to be re-running the backtest over again for that ticker (based upon have the NinjaScript Output window open, I can see it running the backtest again). For a backtest running over a 1 month+ period there's a severe lag waiting for the trade info to appear. As the system has already run the strategy, can I request that NT8 simply caches the trade info rather than re-running the test again?

Many thanks

ChainsawDR

[NinjaTrader_BrandonH]

Hello ChainsawDR,

Thanks for your note.

When a backtest is run in the Strategy Analyzer, the results of that backtest are saved in the Documents/NinjaTrader 8/strategyanalyzerlogs folder. The backtest is not run again when selecting an instrument and viewing the results in the Trades Display of the Strategy Analyzer.

If you run a backtest on a list of instruments in the Strategy Analyzer, the Strategy Analyzer will run once and report results. When you click on an instrument and then change the Display drop-down menu to 'Trades' in the Strategy Analyzer, the trades for that instrument are loaded from the saved backtest results. Note that it might take a moment to load up the Trades display to see the trades on an instrument if you are running a backtest over a long period of time or if the strategy calculated many trades made on that instrument.

See this help guide page for more information about backtesting multiple instruments with the Strategy Analyzer: https://ninjatrader.com/support/help...asket_test.htm

Let me know if I may assist further.

[ChainsawDR]

Hi Brandon,

Are you 100% confident that is correct? I'll outline my steps to recreate below as this is what I see:
1. Create an instrument list for a basket of say 25 stocks and use strategy analyzer to run a strategy against the instrument list, including several print statements (e.g. Print(string.Format("Time: {0}, Ticker: {1}", Time[0], Instrument.FullName));. Wait for the strategy to finish running.
2. Open up Ninjascript Output in another window.
3. On the Strategy Analyzer window (which should be set to Display: Summary by default) click on one of the individual stocks listed to highlight it
4. From the 'Display' dropdown list, select 'Trades ($)' and observe the Ninjascript Output window.

What I see: the 'Trades ($)' window shows a spinning wheel while the output window starts printing out the print statements from my strategy. This indicates to me that my request to show the trades from the dropdown is triggering the strategy to be run all over again against the ticker I had selected in step 3.

Please could you confirm if you see the same or different results? (I suppose it could be something in my code that is doing it but no idea what it could be - either way it's mighty frustrating to wait for a month long backtest to complete each time).

Many thanks

ChainsawDR.

[NinjaTrader_BrandonH]

Hello ChainsawDR,

Thanks for your note.

I have tested this on my end and see the behavior you are reporting. I have confirmed with my colleagues that this is the expected behavior of the Strategy Analyzer.

When the backtest is run, the parameters of the backtest results are saved in the Documents/NinjaTrader 8/strategyanalyzerlogs folder. When selecting a result for a specific instrument, a backtest is run for that specific instrument.

I have submitted a feature request vote to save the Trade results of the initial backtest so that a second backtest is not run when selecting results for a specific instrument in the Instrument list.

This request is being tracked under the number SFT-5626.

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

Please let us know if we may be of further assistance to you.

[ChainsawDR]

Thank you Brandon! Out of interest, is there a place where the various requests can be seen or voted upon, or are votes given purely in the forum?

Thanks again

ChainsawDR

[NinjaTrader_BrandonH]

Hello ChainsawDR,

Thanks for your note.

We do not have a Feature Request board or Feature Request page that can be voted on.

Feature requests are reported on the forum and we track votes for those feature requests within internal tickets.

We are tracking interest in a public “vote board” that keeps track of all suggestions and fixes that Forum members could vote on. I have added your vote to this.

This request is being tracked under the number SFT-5415. 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

Let me know if I may assist further.