Series Bug in data presentation in Basket (Backtesting//Optimization)

[BelikeWater]

Dear Support:

I have found a bug in how Ninjatrader presents the data of backtesting and optimization with multiple instruments.

In this video: http://screencast.com/t/t6t3fdU6NKqt

You can see how I backtest a strategy in AUDUSD 2 times with the same parameters.

And I Always get the same results: 9 trades, 2.29 profit factor that is the correct working of the strategy.

Then I do a multiple instruments backtesting 3 times using the same parameters:

1st Multiple backtesting I get for AUD 15 Performance and number of trades 13. But be aware! when I analize the data of the trades, they are the corrects ones, 9 trades as before.

2nd Multiple Backtesting I get different results: 7 Performance with 7 trades, but I again if I go to Trades Tab, it seems it has done the same trades 9 trades.

3rd Multiple Backtesting go back to the correct one, 9 trades, 2.29 profit factor....
------------------------------------------

So this bug seems to be related on how the data is presented in the instruments tab of a multi-instrument backtesting, because the data is correct if you select the instrument and go to "Performance viewer".

[NinjaTrader_Bertrand]

Thanks for the report - would you see this with our SampleMACrossOver strategy testing in a nonconnected state as well on your instruments used?

[BelikeWater]

Dear Bertrand

Im always disconnected now and with your strategy its works fine ^_^.

[NinjaTrader_Bertrand]

Thanks for letting me know. Would then investigate closer what your script could contribute. I remember you use of statics? You could not rely on a particular instrument instance call sequence, so could an issue perhaps.

[BelikeWater]

Its not very efficient, because Im still learning but maybe it will help you to find some irregularity on NJ processing.

It works well when I backtest, it does his job. But when I try to optimize its a total mess.

When I do the multiple backtesting it happens what you have seen in the video.

So there are some things going on that I can not understand ^^.

Here is the code:

http://www.4shared.com/file/rt41jHDoce/VARIACIONES.html

[BelikeWater]

Thank you!

Resolved now I can optimize! NinjaTrader is Solid it was my code :P

I have bought C# 5.0 in a Nutshell

and Ninja Script Programmer Launch Pad.

Maybe I learn something there!