optimizer bug?

[drolles]

All,

Possible bug in the optimizer, or I could be misusing it?

Scenario
Using the optimizer to optimize on double slope of a regression line, in pips (Forex). Looking for a negative slope:

Min: 0
Max: 1
Increment: 0.2
(see screenshot of optimizer run window – run window.jpg)

I received the following output from the optimizer (see screen short – optimizer bug.jpg). Notice the first line in the optimized value? Does this look right? Firstly, it is outside the range of possible values (see note above regarding settings), secondly, the values for trades, profit factor and other variables are the same as the second entry.

Bug or am I miss using the optimizer?

Cheers,

Dan

[NinjaTrader_Ray]

Someone will respond to your post on Monday.

[drolles]

Ray,

Thank you for the acknowledgement. I appreciate someone getting back to me on the weekend.

Kind regards,

Dan

[NinjaTrader_JoshP]

Dan,

Please copy+paste the Properties region of your code for that parameter. Thank you.

[drolles]

Josh,

I would be happy to, no problem.

However, I am getting an error message from the forum - something about 10,000 characters in a post?

Kind regards,

Dan

[NinjaTrader_JoshP]

Dan,

There shouldn't be that many lines in the Properties region of your code for one parameter. Please find the ones associated with just that one parameter.

Ex from Period parameter of SMA:

[Description("Numbers of bars used for calculations")]
[Category("Parameters")]
public int Period
{
    get { return period; }
    set { period = Math.Max(1, value); }
}

[drolles]

Josh,

Thanks for that. Yes, I understand the element of the code you need.

I have tried this again, and get the same error message for the forum unfortunately.

Can I suggest the Ninja Trade support email address?

Kind regards,

Dan

[NinjaTrader_JoshP]

Dan,

I would not know how you have one parameter set taking up 10k characters. If you have a very long description field typed out for it please omit that and copy+paste the rest. Thank you.

If that still doesn't work please send an email to support [at] ninjatrader [dot] com and put Attn Josh in the subject and please link it to this thread in the body somewhere. Thank you.

[NinjaTrader_JoshP]

Dan,

I did not see anything that would cause problems in the code. Reviewing the screenshot once more I notice that the value being shown is E-17. That means that value is some value very close to 0. It is scientific notation so it is within the range of your optimize settings.

Are you able to consistently reproduce this value?

[drolles]

Josh,

Thanks for the follow-up.

I haven’t been able to recreate the issue, which I see as follows – the optimizer returned values which were out of bounds of the requested optimization space.

I have to admit that I have gone down another development path than this version of the script, therefore I haven’t really been pushing hard on seeing if I can recreate the issue. I was more reporting it for the benefit of your development team to know that there is a likely bug in NT.

Of course, I am more than happy to push the code through to the NT Support mailbox for your dev team to see if they can recreate the issue.

Kind regards,

Dan

[NinjaTrader_JoshP]

Dan,

Thank you for bringing it to our attention. When there is more information we will reexamine this case.

[drolles]

Josh,

Thanks for the reply.

However, I'm a little confused - what action are you taking?

Can I suggest that we log this in the known error log and share that with the development community so that others don't have the same issue I had.

Kind regards,

Dan

[NinjaTrader_JoshP]

Dan,

Until we have a reproducible scenario there is nothing that can be done since we are unable to test it. All "bugs" that are not reproducible are already put on a list to watch. Until further information is received there is no further action we can do.