Cannot see optimization results

[boaza]

Is there a limit to the number of results one can keep in an optimization?
I'm currently running a brute force optimization, and want to keep all of them (~5000 combinations).
However, when the optimization is done, I'm unable to see the results - clicking on the 'optimizer' tab just shows the summary of the best configuration, and not a list as expected. Also, I was not able to save the results.

[NinjaTrader_Bertrand]

boaza, do you get any errors when attempting to save the results?

The listing would show the best combinations up to the max you decided to keep, there's a property in the backtest / optimization settings that would control this : Keep x # of best results.

http://www.ninjatrader.com/support/helpGuides/nt7/optimize_a_strategy.htm

[boaza]

Hi Bertrand,
I'm familiar with the Keep # of best results. I've set it to 10000, and was not able to see the results. I did not see any errors pop-up, but I did not look a the log.

Boaz

[NinjaTrader_Bertrand]

Boaz, thanks and you're sure you're checking the optimizer and not instrument tab here in this setup?

I just tried to reproduce here using our SampleMACrossOver strategy and was unable to, given the keep best results is high enough it would be available after the optimization for review.

Are you working off the latest NT7 R7 here?

Thanks,

[boaza]

Hi Bertrand,
yes, I'm sure. When I click the optimization tab, I get a busy cursor for a while, and then just see the summary for the best configuration. This time, however, I did manage to save the results (I took a long while, and I was able to see NinjaTrader.sdf file grow in real-time) , and I was able to load them via another strategy analyzer. The chart data was lost, but I manged to salvage the statistics.

Is there some log I can send you to help figure out what went wrong?

[boaza]

Bertrand,
just found the following entry in the log:

26/08/2011 02:50:16,Strategy,Unable to save one or more of your strategies: The database file is larger than the configured maximum database size. This setting takes effect on the first concurrent database connection only. [ Required Max Database Size (in MB; 0 if unknown) = 257 ],

Please advise.

[NinjaTrader_Bertrand]

Is this a database that you migrated over from NT 6.5?

[boaza]

Nope, a fresh install

[NinjaTrader_Austin]

boaza, I will have Bertrand get back to you on Monday.

[NinjaTrader_Bertrand]

boaza, thanks for reply and patience - could you please contact me directly via Help > Mail to Support?

[ch9090]

Hi Bertrand, I've a similar issue with the following error message in the log

23/10/2012 11:01:41|3|128|Unable to save one or more of your strategies: A foreign key value cannot be inserted because a corresponding primary key value does not exist. [ Foreign key constraint name = FK__nt_strategy2strategy__00000000000002D0 ]

A probably related issue: I can't load nor delete an older backtest results file.

Thank you for your help,

Chris

[NinjaTrader_Bertrand]

Chris, would you see the same issues after a repair of your database file? For this please disconnect and go to Tools > Options > Data to run the repair routine, then please recheck.

[ch9090]

Thank you Bertrand, I believe it solved the issue. Cheers.

[NinjaTrader_Bertrand]

Glad to hear, thanks for letting me know.

[ch9090]

Sorry Bertrand but now the issue is with saving an optimization results.

23/10/2012 18:14:02|3|128|Unable to save one or more of your strategies: A foreign key value cannot be inserted because a corresponding primary key value does not exist. [ Foreign key constraint name = FK__nt_strategy2strategy__00000000000002D0 ]

Any ideas, obviously there's something it doesn't like :-)