Strategy analyzer problem, backtests not running

[NinjaTrader_Jason]

Can you please check if the issue persists on the next beta version on your end and let me know the outcome.

[adamus]

OK, I'll do that.

[adamus]

I just installed beta 17 and ran a couple of tests.

I think there is another step in the process which I do that causes the issue. So this is what I do.

- start NT
- open a new strategy analyzer
- open the backtest options / properties table and pin it open
- set display type to currency
- open the Strategies folder on the left tree panel
- click on my strategy once (don't need to open it - just to deselect the instrument)
- on the right again, in the Data Series I can now select my instrument - $EURUSD
- I don't change any other properties, they are my defaults.
- click "Run Backtest"

Hey presto! Nothing happens. Well, OK the Summary window momentarily disappears, but then the Start and End dates in the Summary remain on 13/04/2006 (not the dates in my properties panel).

I didn't even open or even compile the strategy this time, although I guess it may still have something to do with the code library dependencies.

To get a backtest to run, I have to select an instrument in the left panel, and everything's fine.

[NinjaTrader_Austin]

adamus, with those steps you've provided (with SampleMACrossover instead of your strategy) I can reproduce this scenario. I'll forward my findings to development and we will look into it.

[NinjaTrader_Austin]

adamus, that behavior is expected. It is necessary to select an instrument from the left tree on top.

[adamus]

That's very curious behaviour for something that's expected. My experience as a user is one of confusion - the app should at least tell me that I need to do something, a bit like having an invalid date for instance. In fact it is especially counter-intuitive since there is a property in the right hand panel to allow selection of the instrument - but that doesn't actually have any effect.

Other people have issues with this area too - e.g. http://www.ninjatrader.com/support/f...ad.php?t=30447

I guess there is room for improvement there. Personally I find the property selection box for the instrument clunky, but I also find that NT deselects the chosen instrument on the left too easily, when you have selected it there instead. So I'm not sure what to suggest.

[NinjaTrader_Jason]

Hello adamus,

Unfortunately you will need to select an instrument (list) on the left side of the Strategy Analyzer before you run your backtest/optimization/walk forward test.

[adamus]

Another little niggle that I notice is that I have to reselect the instrument I am testing on if I open a strategy from the Strategies folder in that left hand panel.

[NinjaTrader_Jason]

Unfortunately, this is as expected, since selecting a strategy on the left side will remove focus from the instrument you had initially selected.

[adamus]

I have to bring this one up again because right now with the way I'm working it means I have to spent extra time being careful to check the parameters and instruments selected every time I run the backtest.

I have 2 strategy analyzers open and I'm comparing what happens with the trades when I make small differences to my strategies. When I change from one SA to the other, sometimes the properties get mixed up, e.g. the property in one for slippage gets set to the same as in the other, even though they are meant to be different.

The instrument selected is sometimes deselected as well, sometimes changed to the Default list and if I don't notice, then the backtest will run for the whole list and it takes just as long to cancel as it does to run the one instrument.

An old improvement I have suggested before that I am really keen on is for the widths of the SA columns to be independently set, instead of automatically trying to fit all the columns into the window panel width which re-adjusts every width and makes it a frustrating experience.

Thanks

[NinjaTrader_Jason]

Hello adamus,

Can you please tell me what exact steps you perform when you change a setting in one Strategy Analyzer, while it changes the same setting on the other Strategy Analyzer. I cannot reproduce this issue.

What steps will deselect the instrument?

Your suggestion has been forwarded to Development and put on the list of of future considerations of the software.

[adamus]

NT just reminded me also that the 2 SAs also muddle each other's selected strategy.

I suspect I will have to give you every detail of my environment and my actions for this to be reproducible, which I'll do later since I'm way behind schedule at the moment.

Thanks

[NinjaTrader_Jason]

Sounds good, I will test different scenario's on my end as well to try to reproduce the issue.

[adamus]

I'll write down the steps as I do them, and see if the problems occurs:

- open NT
- open a new SA
- maximize the window
- open the Backtest Properties panel and pin it open
- change 'percent' to 'currency' for results
- select the Strategy in the dropdown box (don't select the first in the list!)
- the properties are all saved as defaults the way I want them
- select the EURUSD to backtest from the left-hand panel
- run the backtest
- select the chart tab in the results
- open a second new SA
- maximize window
- switch to the browser window (I'm typing this as I do it)
- switch back to the second SA window

Look at the Strategy dropdown selection - it's changed from the first in the list to the same as the other SA.

The same sort of thing happened yesterday with slippage.

[NinjaTrader_Jason]

Hello adamus,

In between the two steps below, I had to enable the Backtest Properties panel.

- maximize window
- switch to the browser window (I'm typing this as I do it)

Once it opened, it had the same strategy selected as the first Strategy Analyzer window. This is as expected.

However, when I change the strategy in the first Strategy Analyzer, it did not change the strategy in the second Strategy Analyzer. This is as expected as well.

If you open an additional Strategy Analyzer window, it will have the same strategy selected as the first Strategy Analyzer you have opened.