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Strategy running multiple times in Strategy Analyzer

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    Strategy running multiple times in Strategy Analyzer

    Hi,

    I noticed when running a strategy in Strategy Analyzer, it's running multiple times when I expected it would only run once. I noticed this because I'm logging trades along with additional statistics to a custom database and I observed double the amount of trades saved when compared to what was reported in Strategy Analyzer.

    If you set a breakpoint for the condition State == State.SetDefault in the OnStateChange() event, you'll see what I mean. Shouldn't any code in here only be executed once?

    I'm testing with NT8.0.2.0

    Thanks
    Last edited by FaaastEddy; 12-17-2016, 10:24 AM.

    #2
    Hello,

    Thank you for the post.

    I see this has been reported already and has since been resolved, this will be resolved in an upcoming release.Please look for 10886 in the release notes in the help guide for confirmation.

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

    Comment


      #3
      Is there any known workaround, how to prevent this behavior?

      Because finishing strategy takes extreme amount of time now = I mean 4-5x longer, depending on the count of dataseries used by strategy...

      Waiting 5 hours till backtest finishes, because it runs 5x instead of just 1,
      is extreme wasting of money and time.

      Is there any plan, when this pain finishes and fixed version is released ?

      NT guys, you should think about such blocker bugs differently and provide temporary hotfix ASAP. Can you understand, how painful it is, that we can't do any serious work now?

      It is OK to have bugs, but provide us with some hotfix in case these bugs are blockers please, because we can't work in this "5x-longer" regime for weeks... We pay people, waste time for one issue, that blocks overall development, because we are 5x slower now with any backtest.

      It would be very nice from you, if you could help us to overcome this problem
      and provide is with some temporary downloadable hotfix.
      Last edited by misova; 12-29-2016, 08:00 AM.

      Comment


        #4
        Hi Misova,

        I just confirmed with the new NT 8.0.3.0 release, Strategy Analyzer is now executing just once as expected when clicking on "Run".

        Thanks Jesse and NT Dev team for fixing this.

        Comment


          #5
          Hi,
          It is unfortunate that the issue has been repeated again in v8.0.3.0, in related case.

          It does not happen after running backtest (as previously), but after switching selection from Summary -> Trades. After switching, all calculations start again and it takes long time.

          WHEN IT WORKS:
          • I open Analyzer, click RUN button, and let backtest run. That's fine and fixed, so no multiple backtest are executed.


          HOW TO REPRODUCE BUG
          • I open Analyzer, click RUN button, and let backtest run. That's fine = backtest runs just once, as expected.
          • Then I switch the Display value from Summary -> to Trades (immediately backtesting runs again, everything is recalculated and it takes a lot of time. This is the bug. Expected behavior is, that switching statistics should work without recalculation of whole strategy.
          • During recalculation the Analyzer UI displays text "Generating report.." at the bottom of the UI settings (=near Run button).


          It would be nice from you, if you could attach fixed temporal build, just for this issue before full release. It is not possible to work productively for next month in this broken mode, when we cannot check statistics of our backtests.

          You can reproduce it with attached strategy
          Confirm, if you can reproduce it please.
          Attached Files
          Last edited by misova; 01-17-2017, 12:08 AM.

          Comment


            #6
            Hello,

            Thank you for the post.

            I can see this as well by adding a Print into the sample you provided, I will relay this to development for further review. Unfortunately I can not provide internal releases so I could not provide a workaround at this time. I will report this today though so it can be entered as soon as possible.

            Please let me know if I may be of additional assistance.
            JesseNinjaTrader Customer Service

            Comment


              #7
              Jesse,
              it is great, you could reproduce this easily.
              Thank you for you help.

              I am looking forward for new release
              and hope it will be soon

              Comment

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