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Strategy analizer bugs

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    Strategy analizer bugs

    Hello Ninja Support,
    First I want to apologize for what I'm going to say. You have to understand, I trade only with automatic strategies and I'm waiting for NT7 almost 6 months, just for 2 feathers. Quicker and correct WF.
    I think that there are more traders like me who need this and only this.

    So here I go. Please rename the release from Beta5 to Alfa5. I don't believe that if you have a person who even wears a hat of QA for several hours would release Strategy Analizer for Beta testing. Its terrible.
    I run tests on ES 1Min bars with your SampleMACrossOver.
    1. I reported two weeks ago that the results in the upper window are in GBP and in lower in USD (like it should).
    2. You need to move the progress bar from Control Center to Strategy Analizer. Hint what will happen if you run two or more WF simultaneously? I can answer it, they run in the same thread and only when first finishes the second one begins. If so, maybe its worthless to run simultaneous WF and the progres bar can remain in the current position.
    3. You still use incorrectly bars required. a. For the MA's you start painting them after 20 bars and for the entry you start after "bars required". This is like in 6.5, but its wrong and you promised that you will repair it. What should be is that except for the first period in Optimizer you should start trading from the first bar of the "from" period and you should have MA's draw from the first bar. You can load bars needed before the "from" date for it and just calculate trades from the "from".
    Actually if I change the "session template" to "Default 24/7" you almost do it but a. I defined Min Bars 80 and Ninja got 70 bars prior to the "from" date. b. There are trades that you show from that prior day. Its a no no.
    4. It is not faster than 6.5 despite your promises.
    I can't check the trade performance until those issues are corrected.
    Regards,
    Baruch

    #2
    Baruch,

    1. Where exactly are you seeing this issue? I could not find your earlier report.

    2. Development says they do run simultaneously, but there are critical times when one SA may block another while processing. Use case for running multiple backtests/optimizations/etc. is usually one at a time to begin with as you are still limited by your computers computing power.

    3. What has changed is removing a bars required in the walking forward period of a walk forward optimization. All else still require the same. If you want to load bars prior to the backtest date, you will need to start up your backtest earlier.

    4. From our testing 7 has significantly improvements over 6.5, especially when dealing with sequential backtests, etc.
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      Hi Josh,
      1. This is my previous report

      I'll send a picture to support, because its too big to attach to this post.
      2.If I have (like most people) a multi core proccesor and the WF runs in its own thread, it can run simultaneously on different cores. The question is how do I see the progress of each run if the progress bar is on Control Center window? But like I said it doesn't, so this doesn't matter. You don't need to ask the dev, try it yourself.
      3. This bug is the only one that is critical. I'm sending the picture to support, but it's easy for you to reproduce. I run WF on ES 12-09 1min. The strategy is "SampleMACrossOver". The only thing that I put in is:
      "Fast" 10;20;1. Now run it. On each run of a WF it will start from the "from" date, which is wrong.
      Now change the "session template" to "Default 24/7" and run it again. Now on each period in WF go to "chart" tab. The first bar on the chart is BEFORE the "from" date of the run. This is correct. You need bars before the "from" date to have the correct values for the indicators.
      But you need to:
      1. Have exactly the "min. bars required" before the "from" date.
      2. You need to execute trades from the first bar of the "from" date, not before and not after!!!
      Without this working properly WF is worthless. Now in 6.5 what I do to overcome this, is not using the WF. I make my own WF. This means that I run Optimizer for 28 days, get the values for the parameters, run backtest for the following 28 days with the parameters that I got in Optimizer, run optimizer again for the next 28 days, and so on. I'm doing the WF manually!! The difference with my runs is that they are accurate, because each run of the Optimizer and Backtest I start before the wanted date, but I have a parameter in my strategy which says to start trading from its date. So I have loaded enough data for the indicators to have correct values.
      Example:
      If I want to run WF from 1/1/09 to 22/4/09 (with Optimize period=28 and test period=28)
      I run Optimizer:
      1. 15/12/08-28/01/09 with "start trading=01/01/09"
      2. 25/01/09-25/02/09 with "start trading=29/01/09"
      3. 20/02/09-25/03/09 with "start trading=26/03/09"
      Now I run Backtest with parameters from optimizer:
      1. 20/01/09-25/02/09 with params from opt run 1 and "start=29/01/09"
      2. 20/02/09-25/03/09 with params from opt run 2 and start=26/02/09
      3. 20/03/09-22/04/09 with params from opt run 3 and start=26/03/09
      This is how your WF should run!!!

      You made WF in your software please please make usable. As I showed you I run it manualy, in the same way I can run Optimizer manualy, by runing backtests and changing each run enother parameter (simulating Optimizer). I even can run backtests manualy but then what the hell do I need NT.

      Regards,
      Baruch

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