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Optimization bug

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    Optimization bug

    When I run optimization it indeed uses both cores of my CPU however the results are wrong and the same for each different set of parameters. When I click the Trades tab it calculates correctly using 1 core (just like backtesting). When I click different line in Optimizer tab, correct results are lost and wrong ones displayed again.

    #2
    - please make sure you are on latest NT7B6 (Help->About)
    - could you please provide a reproducible scenario, preferably based on SampleMaCrossOver strategy. Please include all steps needed to observe this behavior. Thanks

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      #3
      One thing I noticed is that SampleMaCrossOver optimization works fine I am trying to figure out which setting in my strategy (which optimization worked fine in 6.5) may cause this strange behaviour.

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        #4
        In other words strategy works fine in backtesting, in optimization with the same set of parameters it gives strange results unless I click Trades tab, which causes it to recalculate again with correct results.

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          #5
          You can check this behavior by running this strategy http://www.ninjatrader-support2.com/...ead.php?t=7499 . I removed ".Token" words and added simple Parameter P so the optimizer could run.
          Last edited by fafura; 01-02-2010, 01:18 PM.

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            #6
            fafura, thanks for the replies - could you please confirm this is on NT 7 latest beta 7.0.0.6?

            To streamline reproducing the issue, it would be much appreciated if you could just attach the exact strategy you used in your testing.

            Thanks for your support

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              #7
              yes it is on latest beta 7.0.0.6
              Attached Files

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                #8
                I'm not sure why you believe there should be different optimization output. The parameter "P" you added makes NO difference on how and when orders are placed -> you just could remove it and would end up with a strategy with no parameters. I obviously would NOT make sense to run an optimization on such a strategy.

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                  #9
                  ok, try this then
                  Attached Files

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                    #10
                    There was a bug related to the DrawTextFixed method your strategy is using. This results e.g. in errors logs (see Log tab). This bug will be fixed with next update. Thanks for reporting.

                    Note: It always makes sense to first check the logs in case something expected happens.

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