Multiple entry strategy optimization - assistance needed

[nescio]

Dear support!

I created the following strategy (OnBarUpdate):

if (CrossAbove(Close, EMA(SMA_Length), 1))
{
EnterLong(1, "");
}
if (CrossAbove(Close, EMA(SMA_Length2), 1))
{
EnterLong(1, "");
}
if (CrossAbove(Close, EMA(SMA_Length3), 1))
{
EnterLong(1, "");
}
// Condition sets close
if (CrossBelow(Close, EMA(SMA_Length), 1))
{
ExitLong(1);
}
if (CrossBelow(Close, EMA(SMA_Length2), 1))
{
ExitLong(1);
}
if (CrossBelow(Close, EMA(SMA_Length3), 1))
{
ExitLong(1);
}

When optimizing, however, I receive only the optimal values for the first two SMA_Length variable, the third stays at one, but does generate any entries, exits.

I used the ranges 10;30;4, 20;80;5 and 50;200;10.

Entries per direction is set at 3, EntryHandling AllEntries. Order Quantity = by strategy, Gtc

What is more is that while showing a Profit Factor of 2,3 the culumated profit is 2.508,52%. How is this calculated?

Kindest regards,

nescio

[NinjaTrader_JoshP]

nescio,

Not sure what you mean. All 3 parameters are optimized. If your results shows one parameter at a set value then that would be the parameter setting that just happened to yield the best results constantly with the different combinations of other variables.

http://www.ninjatrader-support.com/HelpGuideV6/ProfitFactor.html

http://www.ninjatrader-support.com/HelpGuideV6/CumulatedProfit.html

[nescio]

For some reason, I wasn't able to reproduce the values mentioned in my previous post, although I used the same parameters.

I hope the screenshots show you what I mean. Compare the figures derived from the optimization with the input values...

[NinjaTrader_JoshP]

Please try with SampleMACrossOver and see what you get with that strategy.

[nescio]

Seems to work with the Sample Strategy. Any idea why this could be the case?

[NinjaTrader_JoshP]

Take it one step at a time. Please try adding signal names to your entry and tie specific exits to those entries.

Reduce it down to two parameters. Try with only one entry at a time. Have you tried restarting NinjaTrader also?