Optimizer problem

[tamas]

Hello,

problem with optimizer: if i set a value to optimize (alltogether 2 steps) and press run, then it will run. If i press run again for this (no any change) then it will get the error below.

This error is reproducable.

Notes:
- I tried SampleMACrossOver and it works.
- My strategy worked under 6.5

My strategy is huge, do you have any recommendation where to start to find the error?

Thank you in advance, Tamas

2010-02-04 11:59:45:678 ApplicationStart done, took 33,3 secs
2010-02-04 12:00:52:593 in OnUnhandledApplicationException
2010-02-04 12:00:54:731 ********* exception trapped *********
2010-02-04 12:00:54:731 Input string was not in a correct format.
2010-02-04 12:00:54:731 System.FormatException: Input string was not in a correct format.
at System.Number.StringToNumber(String str, NumberStyles options, NumberBuffer& number, NumberFormatInfo info, Boolean parseDecimal)
at System.Number.ParseInt32(String s, NumberStyles style, NumberFormatInfo info)
at NinjaTrader.Strategy.Parameter.get_Value()
at NinjaTrader.Strategy.ParameterCollection.Equals(Ob ject obj)
at NinjaTrader.Strategy.OptimizationMethod.InsertStra tegyByPerformance(StrategyBase strategy, StrategyBase toInsert)
at NinjaTrader.Strategy.OptimizationMethod.RunIterati on(ParameterCollection currentParameters)
at NinjaTrader.Strategy.OptimizationMethod.RunIterati on()
at NinjaTrader.Strategy.OptimizationMethod.RunIterati on(IterationComplete iterationComplete, Object state)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Ite rate(Int32 index)
at NinjaTrader.Strategy.DefaultOptimizationMethod.Opt imize()
at NinjaTrader.Strategy.OptimizationMethod.OptimizeIn Thread(Object state)
at System.Threading._ThreadPoolWaitCallback.WaitCallb ack_Context(Object state)
at System.Threading.ExecutionContext.runTryCode(Objec t userData)
at System.Runtime.CompilerServices.RuntimeHelpers.Exe cuteCodeWithGuaranteedCleanup(TryCode code, CleanupCode backoutCode, Object userData)
at System.Threading.ExecutionContext.RunInternal(Exec utionContext executionContext, ContextCallback callback, Object state)
at System.Threading.ExecutionContext.Run(ExecutionCon text executionContext, ContextCallback callback, Object state)

[tamas]

Version: NT7B8

[NinjaTrader_Dierk]

Guessing: Does your strategy have "double" parameters which you are optimizing in increments smaller than 1? If so, could you please try to reproduce the problem on a dummy strategy having the same parameter? Thanks in advance.

Edit: It probably rather is an issue related to an "int" parameter. Are you trying to optimize in steps smaller than 1?

[tamas]

Dierk,

thanks the ideas, and right now i'm sending you dummy strategy - if i know what to send

My state: commented all codes in On*() methods. Theoratically there are only properties. Error still have.

One question to narrow: is it correct usage of properties? (I tried this GridCategory in SampleMACrossOver it worked in it.)

///<summary>
///</summary>
[Description("Period for fast MA")]
[GridCategory("AAA")]
publicint Fast
{
get { return fast; }
set { fast = Math.Max(1, value); }
}
///<summary>
///</summary>
[Description("Period for slow MA")]
[GridCategory("AAA")]
publicint Slow
{
get { return slow; }
set { slow = Math.Max(1, value); }
}
///<summary>
///</summary>
[Description("TestText")]
[GridCategory("AAA")]
publicstring TestText
{
get { return _TestText; }
set { _TestText = value; }
}

I will give you feedback, it is slow to find it, because NT has to be restarted always ...

Tamas

[NinjaTrader_Dierk]

First glance there is nothing strange with these properties.

[tamas]

First glance there is nothing strange with these properties.

Thank you, i go forward ...

[tamas]

Hello Dierk,

as i promised, here is the result (sample is attached). Reproduce:

- New Strategy Analyzer
- Optmizer
- Set Sample2 minimum value: 13
- Press "Run optimization"
--> Work

- Press "Run optimization" again.
--> Throw error

Regards, Tamas

[NinjaTrader_JoshP]

tamas,

We were not able to reproduce on latest sources. Please try again in the next build. Thank you.

[tamas]

We were not able to reproduce on latest sources.

Josh,

latest source is newer than the NT7B8 ? (just to understand well)

Tamas

[NinjaTrader_JoshP]

Tamas,

Right. Latest sources are our internal sources which have bug fixes after NT7B8.

[tamas]

OK, thanks

Tamas