Optimization results - should be cached

[misova]

After Optimization is done, there are many variants of the configuration.

When I want to see the results of various variants, then backtest for that variant
is run internally again and it takes (long) time to finish it.

Could be all backtest results cached after running optimization?

(currently only Summary tab is cached, but all other tabs are recalculated by running backtest again. It is extremely uncomfortable, to wait 5 minutes after looking at another variant).

Please, add caching of results for all tabs in backtest result, not only for Summary.

[koganam]

After Optimization is done, there are many variants of the configuration.

When I want to see the results of various variants, then backtest for that variant
is run internally again and it takes (long) time to finish it.

Could be all backtest results cached after running optimization?

(currently only Summary tab is cached, but all other tabs are recalculated by running backtest again. It is extremely uncomfortable, to wait 5 minutes after looking at another variant).

Please, add caching of results for all tabs in backtest result, not only for Summary.

Why not just save the results that are of interest to you?

[misova]

Not sure, if I understand...

Example of problem:
After optimization results are finished, there 80 variants of strategy configurations.
One have to look into their details (look at Trades tab, Graphs tab, ... to evaluate, which variants are good.

If someone wants to save trades (from tab Trades) for 5 selected variants from the Optimization results, then each one variant is slowly recalculated = it takes for example 5 variants * 7 minutes = 35 minutes. (if average backtest takes 7 minutes).

Wait after each click some minutes, is just horrible user experience, when reviewing optimization results.

[koganam]

Not sure, if I understand...

Example of problem:
After optimization results are finished, there 80 variants of strategy configurations.
One have to look into their details (look at Trades tab, Graphs tab, ... to evaluate, which variants are good.

If someone wants to save trades (from tab Trades) for 5 selected variants from the Optimization results, then each one variant is slowly recalculated = it takes for example 5 variants * 7 minutes = 35 minutes. (if average backtest takes 7 minutes).

Wait after each click some minutes, is just horrible user experience, when reviewing optimization results.

If you rerun the optimization for each configuration, sure, but what stops you from just clicking on the variant that you want, then going to the Trades tab, right-clicking and saving the trades by exporting them or printing them?

[NinjaTrader_PatrickH]

Hello misova,

Thank you for your post.

I have forwarded your suggestion to our development team.

[misova]

If you rerun the optimization for each configuration, sure, but what stops you from just clicking on the variant that you want, then going to the Trades tab, right-clicking and saving the trades by exporting them or printing them?

Oh, understand what you mean now..

The problem is, that the "clicking on the variant, that I want" takes that long time.
It is not immediate. It runs a recalculation (something like running backtest again internally),
during which the whole UI freezes and one has to wait all the time, until the recalculation finishes.

You can reproduce it easily:

• 1. Lets have a backtest that takes +- 5 minutes
• 2. Run an optimization on it, so you have 10 variants finally
• 3. Click on the Trades tab
• 4. Try clicking among different variants - each one click cause long-running recalculation

[koganam]

Oh, understand what you mean now..

The problem is, that the "clicking on the variant, that I want" takes that long time.
It is not immediate. It runs a recalculation (something like running backtest again internally),
during which the whole UI freezes and one has to wait all the time, until the recalculation finishes.

You can reproduce it easily:

• 1. Lets have a backtest that takes +- 5 minutes
• 2. Run an optimization on it, so you have 10 variants finally
• 3. Click on the Trades tab
• 4. Try clicking among different variants - each one click cause long-running recalculation

Not really. What happens is that all the panels have to be repopulated with the results that have already been calculated and almost certainly cached. If one of the panels that has focus is the Chart panel or one of the more complex equity graphs, this can take a pretty while if the optimization period is very long, or if the optimization parameters have a large field size and/or the strategy uses heavy (resource-wise) indicators. This is especially true when the computer is memory constrained, and so most of the results are being held in virtual memory, rather than main memory. The entire optimization is not rerun.

[misova]

Not really. What happens is that all the panels have to be repopulated with the results that have already been calculated and almost certainly cached. If one of the panels that has focus is the Chart panel or one of the more complex equity graphs, this can take a pretty while while if the optimization period is very long, or if the optimization parameters have a large field size and/or the strategy uses heavy (resource-wise) indicators. This is especially true when the computer is memory constrained, and so most of the results are being held in virtual memory, rather than main memory. The entire optimization is not rerun.

Thank you.
I expect the hardware should not be a problem in my case. Have the latest Intel i7 with 16 GB RAM + SSD.

Hopefully, it is not fully recalculated, but still - it's hardly usable to wait minutes after click on new variant. It should be somehow COMPLETELY cached, without need for long-running recalculations.

I would ask, to put it into the NT8 as high-priority improvement, because it
makes user experience when comparing strategy results extremely uncomfortable.
After each click on new variant in optimization - the whole UI is frozen for long minutes... (depending on complexity of strategy)

[NinjaTrader_PatrickH]

Hello misova,

Thank you for your suggestion on how we can improve our product. It has been inserted into our tracking system with the unique ID # SFT-145.