I ran a simple optimizer on a variable to have it optimize between 1 and 20. It was suppose to optimize on max % profitable and it kept giving me the result of when the result was equal to 20. The % profitable with it at 20 was 56%. When I reran the optimizer with a "Keep best # results" at 20 (all possibilities) it returned results that had some % profitable up at 70%. Obviously when "Keep best # results" is set to 1 it isn't returning the single best result.
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Bug in Optimizer
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Bug in Optimizer
It would appear the "Keep best # results" is messed up. Instead of displaying the top x best results I think it is just providing either last x amount of results.
I ran a simple optimizer on a variable to have it optimize between 1 and 20. It was suppose to optimize on max % profitable and it kept giving me the result of when the result was equal to 20. The % profitable with it at 20 was 56%. When I reran the optimizer with a "Keep best # results" at 20 (all possibilities) it returned results that had some % profitable up at 70%. Obviously when "Keep best # results" is set to 1 it isn't returning the single best result.Josh P.NinjaTrader Customer ServiceTags: None
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Jeez. Can't think properly late at night. Okay I redid the screenshots to now show the relevant column, but the problem is still there.
The maximum profit from the 20 possibilities is 52.17% shown in the first screenshot. When I switch the "Keep best # results" to three you can see that 52.17% is not even displayed as any of the top 3 results.
A pattern is also easily detected from the parameters that it is showing as results. If I choose to see top 5 results I get the results for 20/25, 19/25, 18/25, 17/25, and 16/26. If I choose to see top 1 results I will get 20/25 and top 2 will yield 20/25 and 19/25.Last edited by NinjaTrader_JoshP; 05-28-2007, 11:03 AM.Josh P.NinjaTrader Customer Service
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