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    Strategy Analyzer Results table does not match summary

    Good morning.

    Something weird is happening with my strategy Analyzer results. As you can see in the attached screenshot the values in the summary tab do not match the values in the table.

    I was optimizing on "Max net Profit" using High Order Fill Resolution (Tick-1). Start Sep-10 end Sep-11.

    Clicking though the results table, the Summary view is updated, but the values do not correspond to the values in the Summary table.

    I like the values in the Summary table WAAAAY better, but I do not believe these results are accurate.

    Any advice about what I might be doing wrong?

    Is it possible that the summary tab is showing me results using Standard Fill resolution?
    Attached Files

    #2
    Good morning kevinenergy,

    Thanks for opening the thread.

    I would not expect those results either, but I am not able to observe the same behavior on my end.

    I may first suggest restarting the platform and computer as well as confirming that you are on NinjaTrader 8.0.15.1 so we can rule out any extraneous possibilities. Running backtests when connected to the Playback Connection is also known to cause some ill behavior so I would also suggest disconnecting from the Playback Connection if you are connected.

    New platform installers can be downloaded here: https://ninjatrader.com/PlatformDirect

    Next I may suggest to test with the SampleMACrossover strategy with the same settings to see if the we can come up with a test that we can take on our end to run into the issue.

    If you can hit this issue with the SampleMACrossover after taking these steps, could you please provide a full screenshot of the Strategy Analyzer and the settings used so we can do the same on our end?

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

    Comment


      #3
      Hi Jim,

      I've upgraded from 8.0.15 to 8.0.15.1. I was still seeing the issue in my strategy and I am also able to recreate the issue using the MA Crossover Sample.

      I noticed that the problem only manifests itself when I run the optimization, then close the strategy analyzer, then open a new strategy analyzer and pull up the old results from the log by double clicking the result group in the log.

      When I do this the results are put into the top section; and then by clicking through each one, I can see that the summary tab doesn't match the table.

      I've tested with both 100 tick and Heiken-Ashi-100-tick and see the same results. Trading Hours template is CME US Index Futures ETH.
      Attached Files

      Comment


        #4
        I just tried rolling over all my instruments and did the Sample MA Crossover again to use NQ 12-18 and I'm seeing the same issue.

        Comment


          #5
          I noticed that the problem only manifests itself when I run the optimization, then close the strategy analyzer, then open a new strategy analyzer and pull up the old results from the log by double clicking the result group in the log.

          When I do this the results are put into the top section; and then by clicking through each one, I can see that the summary tab doesn't match the table.
          Thanks kevinenergy,

          With this detail, I'm able to hit the issue now. I'll prepare a ticket to report this further and I will keep you posted as this develops.
          JimNinjaTrader Customer Service

          Comment


            #6
            Thanks Jim! Maybe the developer who is fixing this could make the "parameters" field a bit more readable too if they have an extra 5 minutes free to do some simple string formatting?

            Right now it looks something like this:

            "TMA/7/DEMA/18/SMA/3 (Fast Type, Fast Period, Slow Type, Slow Period, Hilo Type, Hilo Period)"

            I find this very difficult to read as you need to count the position of each value between the two lists in the output to work out which parameter is which.

            A format like this would be a lot more readable:

            "Fast Type(TMA) | Fast Period(7) | Slow Type(DEMA) | Slow Period(18) | Hilo Type(SMA) | Hilo Period(3)"

            I've been using the Excel export feature and wrote a Macro to transform the results to this format.



            With all the incredible innovation in the Strategy Analyzer its pretty disappointing to have to export results to excel and use a Macro to transform them to make the optimized parameter list readable.

            Thanks for the excellent support as always!
            Last edited by kevinenergy; 09-18-2018, 10:44 AM.

            Comment


              #7
              Hello kevinenergy,

              We couldn't offer promise of fulfillment since we track interest behind suggestions before any changes are made, but I have created a feature request on your behalf for custom formatting in the Parameters Column. The ticket ID is SFT-3528. ID numbers for feature requests that are fulfilled will be listed in the Help Guide in the Release Notes page.

              Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

              I will continue to keep you posted on the issue you have brought up.

              Thanks again for the report!
              JimNinjaTrader Customer Service

              Comment


                #8
                It was more about improving the formatting to make the parameters field readable rather than enabling "custom" formatting. But since nobody else noticed such a serious bug I think I'm the only person who's using the analyzer log so I doubt the feature request will get a lot of backing. I'm finding that managing results externally in excel is more useful. Thanks anyway though!!

                Comment


                  #9
                  Hello kevinenergy,

                  The issue that you brought up should be fixed in the next release of NinjaTrader 8. The Development team has this issue noted with the ticket ID NTEIGHT-13192. The number for this ticket will be noted in the Release Notes page of the help guide when a new release of NinjaTrader contains a fix. Since release schedules are dependent on the Development team's tasks and priorities, we cannot offer an ETA.

                  Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

                  Thanks for the report!
                  JimNinjaTrader Customer Service

                  Comment

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