Backtest Panel Input Stickiness

[mdhanafi68]

Hi,
Notice that in "Backtest' panel in NT7, the input fields, e.g. in Parameters are not sticky.

This means, when ever we change the strategy, all similar name parameter will be reset to default. We found that this is quite troublesome as we have to key-in the same information again.

This is also applicable after we recompile any strategy. All parameter seems reset to default, except few information, like Time frames and Data series.

Just would like to suggest stickiness if stickiness in the "Backtest" panel is good.

Thanks for your feedback.

[NinjaTrader_Jason]

Hello mdhanafi68,

You can save the backtest parameters by right clicking in the grid of the Backtest window and select 'Set Default For XXXX'.

Changing and compiling strategies will not affect the saved parameters. Let me know if this will not work for you.

[mdhanafi68]

Hi Jason,
Thanks for your reply.

Noticed that stickiness implementation approach is different from NT6. I can set the default parameter as per your instruction. The only thing is that I have to "Set as default.." to all needed fielded.


However, would like to inform that stickiness implementation in each field are not consistent. Following are example from three randomly selected system field:
1- General->Include commission: First, change default value-do not set as default. NT will always replace default value to "True" after recompile strategy or when opening new Strategy Analyzer window. But it will stick to default value if we change strategy.

2- Data series->Type: First, change default value-do not set as default. If we change strategy or recompile, it will not use the default value, but the newly change. However, it will use the default value if we open a new Strategy Analyzer window.

3- General->Min bars required: First, change default value-do not set as default. Recompilation, change strategy or open new Strategy window will have the field use the default value.


Based on the above three sample, I presume #3 is the correct implementation? I didn't validate the entire system/user field, but sample check found other fields have some kind of problem too.

Thanks for your support.

[NinjaTrader_Jason]

Hello mdhanafi68,

1. The 'Include commission' setting will be saved if you save it via 'Set Default For XXXX'. If you do not save it, it will use the initial default setting in new Strategy Analyzer windows and after recompiling strategies.

2. It did not use the newly data series-->type when I opened a new Strategy Analyzer on my end. Please save it as a default setting if you like to save it.

3. I created a new Strategy Analyzer window after changing this setting, but it listed the last default setting I saved and did not reflect the newly selected setting.

If you like to save strategy parameter settings, please right click in the strategy grid and select 'Set Default For XXXX'.

[mdhanafi68]

Hi Jason,
Sorry if my earlier explanation not that clear. Actually I have followed the "Set Default..." option.

For information, the statement "First, change default value-do not set as default", means:
- Firstly, I change the field value and select "Set Default For XXXX" to save the strategy setting. This value I refer to as default value.
- Then, for testing purpose I just change to other value without saving it. That's what I mean by "do not set as default".

I have retested 1,2 & 3 and the results are as per my earlier mail. I think test 3 is the expected behavior.

Thanks for your support.
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NT version 7.0.0.20.

[NinjaTrader_Jason]

I see, thank you for clarifying.

1. I cannot reproduce it on my end. When I set it to False and subsequently save it as default for the strategy that is selected, it will show False each time I select the strategy in the Strategy Analyzer, whether I compile the strategy or open a new Strategy Analyzer. Can you please tell me what steps you perform when the saved default value is not displayed.

Could it be you saved True as Default and thus True is reflected each time for the strategy in question? Please set it to False and save it as Default. Subsequently set it to True. Open a new Strategy Analyzer window or compile the strategy and it should reflect False.

2. Unfortunately this value will not be saved when using 'Set Default For' - I was incorrect in my previous post. It will display the setting you had selected last.

3. Yes, this is as expected behavior. It will display the value you saved as default.

[mdhanafi68]

Hi Jason,

1. Sorry, this was due to "IncludeCommission = true" in the code. After removing this code, it works.

In addition to #2 reported earlier, all parameters under Data Series and Time frame did not refresh when recompile.

Thanks for your support.
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NT version 7.0.0.20.

[NinjaTrader_Bertrand]

Ok, thanks for letting us know - I believe the persistence you see after a recompile of NS studies is expected, we'll look into further.