anomolous data testing strategies

[zphinx]

Hi guys,

Have another questionf for you regarding optimisation results

I have 4 strategies being tested on 1 & 2 min timeframes that produced different results each time I ran the same strategy. as the array is saving 2500 results for Jan09-Mar09, I shut down NT, restart strategy analyser and run the optimiser again.

Problem is over the weekend, I could not replicate the same results when going back to re-confirm a particular result and dump out the actual trades for an optimised strategy.

I use esignal as my datafeed, and have tried the same thing with esignal connected, disconnected, reloading /merging JAN-FEB_MAR contracts, shutting down NT.

I still cant replicate optimised results and losing confidence with the analyser area.

Any suggestions as we are getting very close to trading live now

Thanks

Leonie

[NinjaTrader_Jason]

Hello Leonie,

I suggest to double check if the same amount historical data is used upon each optimization. Check if the optimization settings are the same as well.

Connect to eSignal and create a chart for the historical data you intend to use. Check if all requested data is present.

Disconnect from eSignal. Run your optimization.

Restart NinjaTrader and run the same optimization.

Let me know if the results differ.