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Strategy Analyzer nt8- Backtest and Optimization issues

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    Strategy Analyzer nt8- Backtest and Optimization issues

    Hi

    I have a strategy that when I backtest from 1 Jan 16- 30 sept 17, it generates results across my portfolio of 17 forex pairs. The trades include trades from both 2016 and 2017.So I definitely think all the data is downloaded ok.

    But, when I run the backtest for 1 JAn 17 to 30 sept 17 only, it generates no results at all! the summary table which would normally show the results for the 17 currency pairs does not even appear!

    Similar issues when picking other years to start the backtest as well.

    Also, if I try and select optimization, the usual MIN and MAX and INCREMENT boxes don't appear next to each variable like they did in NT7. No little triangles next to each variable to click on and expand so MIN MAX and increment appear either

    I'm on the latest version of nt8, which I downloaded this morning, but found these issues were there before then as well.

    Any ideas what I'm doing wrong??

    Thanks
    steve

    #2
    Hello Steve,

    Thanks for your post.

    When you run the strategy analyzer, please check the "log" tab of the control center for any error messages.

    The summary table should always appear, even if the results are zero. It is possible that the analyzer run is not yet completed for some reason.

    As a check, please run the strategy sampleMACrossover on exactly the same data and same time period. This will verify that you have data (assuming the summary shows results). If you have the data then you may want to investigate your strategies performance by using typical debug processing such as Print statements in your code to show you where the processing is occurring (for example just printing the CurrentBar may show you where the strategy may be getting hung up).

    To optimize, please make sure you select "Optimization" for the Backtest type at the top of the settings window. Again I would advise using SampleMACrossover as a test example as once loaded it will show two strategy parameters to optimize on, "Fast" and "Slow". I've attached an example below where I have expands the "Fast" parameter by clicking on the triangle to the left of the parameter name.
    Attached Files
    Paul H.NinjaTrader Customer Service

    Comment


      #3
      Hi Paul

      Thanks, I fixed the optimization issue- I was using the NT7 format for the # region Properties.

      With regards to the backtest not showing in the Summary, I've no idea! I put a line in CurrentBar<14 return;, and I get results everytime now.

      14 is the min period of one of the indicators I'm using. I've no clue why the Summary box was not showing, but filled with no trades for all currencies prior to me inserting this line..

      thanks steve

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