Completely random results when running optimizer

[bridenour]

Hi,

I have a multi-timeframe strategy that I've tested successfully on 6.5.

When trying to optimize it in 7.06 I get different results from each and every execution.

I believe I know what the problem is, but i wanted to bring it to your attention and see also if you might have guidance on how to approach this differently.

My strategies use an external class "GlobalAccountBalance" to manage and draw from a universal account balance. This allows me to optimally use the equity in my account amongst several different strategies.

This GlobalAccountBalance is implemented as a singleton.

From what I can tell from the output of my strategy, the executions appear to be concurrent, which I'm assuming has each strategy thread fighting over the limited global account balance.

Can you confirm this interpretation is correct, and if so do you have any thoughts on how to work around this?

Thanks

[NinjaTrader_Dierk]

>> From what I can tell from the output of my strategy, the executions appear to be concurrent, which I'm assuming has each strategy thread fighting over the limited global account balance.
Correct, NT7 optimization is multi-threaded.

[vtaran]

bridenour,
Strategy has a property MultiThreadSupport. Set it to false. Optimizer will run iterations sequentially. This is just suggestion. I haven't tested if it works.