Strategy Analyzer Optimization Produced Questionable Results

[Don22Trader1]

Hello,

When putting my strategy to the test in the Strategy Analyzer, I set the "NinjaScriptStrategyParameters" option to "Optimize" as seen in the first image.

I set it to show the 5 best results based on "Max. net Profit" which can be seen in the second photo. As you can see, the parameters for the First and Third iterations are almost identical except for one thing, the First has "False" for "(Backtest)" and the Third has True for "(Backtest)".

Here are a few questions I have:

1.) Why does the optimization include iterations with Backtest set to True and False?

2.) What is the optimization doing when Backtest is set to True and False?

3.) How could the performance change, as seen here, by setting Backtest from True to False?

[jeronymite]

Don22Trader1 By the looks of it, Backtest is a Strategy parameter that you have created in your Strategy code. If not, you may wish to examine the code to see where/how it is created and where it is set and used. In any case, it seems to be a bool and by setting it to Optimize, you are telling the Strategy Analyzer to run individual tests with it as True and as False, hence the results you are seeing. If you only want one or other of True or False, select the value you want in the dropdown (not Optimize) and that will make it fixed. Regardless, how that parameter is used in the code determines its effect on the results. You'll need to look at your code carefully to see what is happening.

Thanks.