6.5.0.4 Strategy Analyzer totaly wrong

[whitegun]

If I run a optimizasion in 6.5.0.4 (I must use 6.5 because I work with range bars) I get some Performance results which I think are totaly imposible an if I open the chart of the optimizasion (lets say I get a performance of 3000usd from 7 trades) only 2 of the 7 trades are marked in the chart or sometimes eaven none of them or samtimes some are marked but totaly of the chart (like en ES maybe 20 points under or obove the chart).
This not only happens with range bars but also with volume bars.

I mean the strategy Optimazer semes not to work at all simply giving me some rondom results and it plots it on the chart the same way, Rondom!

I use the folowing settings (optimizasion on ES): Everywhere the default settings exept I optimize for max. net profit and Exit on close is FALSE.

[NinjaTrader_Ray]

Josh will follow up later today on this post with you.

[whitegun]

Ok, will be wayting.

thanks

[whitegun]

Tried: http://www.ninjatrader-support.com/v...4&postcount=28

But it did not solve the problem

Please Help

[NinjaTrader_JoshP]

Hi whitegun,

The post you linked to seems to have the URL truncated.

I've tried numerous range/volume bars optimizations on my end, but just can't get it to behave in the fashion you have. Can you try optimizing the SampleMACrossOver on your end on range bars and produce the results you were depicting?

[whitegun]

Hi Josh

Sorry, this is the right link: http://www.ninjatrader-support.com/v...4&postcount=28 (one of your Posts)

I tried to optimize the sample MA crossover like you sugested and like you can see in the picture bellow I still get the same problem.

By the way, like I allready sayed before, this not only happens with Range bars but also with volume bars (of any size).

In the picture you can see the optimizasion parameters, so you can replicate the optimizasin.

[NinjaTrader_JoshP]

That post was meant for NT6.0 not for NT6.5. In NT6.5.0.4, the fill type that is shipped with that install is the latest version that should be used. It already takes into account the changes made from the fill type posted.

I still cannot reproduce your scenario on my end so please try reverting back to the default NT6.5.0.4 fill type. I have attached it here for you. To install just drop it into your \My Documents\NinjaTrader 6.5\bin\Custom\Type folder and replace the @DefaultFillType.cs. Then go to NinjaTrader and open up any indicator or strategy via the NinjaScript Editor. Hit compile then you should be good to go.

You mentioned that you tried that fill type after your 6.5 was producing weird results to begin with though. Is there any other information about the configuration of your NinjaTrader that you can tell me to try and pinpoint the issues here? Thanks.

I have also attached a screenshot of my Strategy Analyzer optimizing the same instrument across the same time frame. I am having completely different results than yours. I screenshotted the 10/25 iteration that you are showing on your screenshot.

[whitegun]

Hi Josh,

You can not reproduce my scenario because you are not replicating it, your parameters are different!

How you can see in my picture I am optimizing the ES from 12/08/2007 to 01/08/2008 and you optimized it from 12/28/2007 to 01/08/2008.

After seeing this I made some more tests anf found out that the optimizer works OK if you try to optimize 2 weeks or less of data but if you start to optimize more than 2 weeks of data (3 or more, in my case 4 weeks) it seems to totally mess up the calculations and the results you get are totally of (thats also why you get the executions ploted on the chart in strange positions).

This happens with Range bars and volume bars. I did not tryed the other type of bars yet but I supose it will also happen. Seems to be a general bug.

[NinjaTrader_JoshP]

My bad. It is hard to read from your screenshot due to the low resolution, but even with the proper dates in I still cannot reproduce your behavior.

In this screenshot I use a custom MACrossOver strategy that is exactly the same as the default one except it adds back coloring to mark where trade conditions have been met.

Edit: Nevermind. I finally got it reproducing on my end. I will work on trying to pinpoint what exactly causes this behavior. Thanks for being patient and bringing this to our attention.

[NinjaTrader_JoshP]

Hi whitegun,

Thanks for bringing this issue to our attention. We have fixed it in the next version of the NT6.5 beta. Please see if you are still having issues when we release the new version.