Multi-Objective Optimization - Pareto Frontier - X & Y-Axis Inversion modify results

[John_Paodo]

Hello,

My question is about the Pareto Frontier shown in the results of a Multi-Objective Optimization.

If I invert the X-Axis and Y-Axis, the results shown (selected to be part of the graph) are not the same (see print screen attached).

Given the definition of the Pareto Frontier: Only display the results where no other results is best on BOTH objective, the results shown should not be affected of the X <-> Y inversion (the graph should look different but the points selected to be part of the graph should be the same).

Example in my Printscreen:

- The result for which Max % Profitable = 1,00 & Max Net Profit = 580 is shown on Inversion X et Y_01 but not on Inversion X et Y_02 (Although there is no results with a higher % Profitable & Net Profit -> It should appear)

- The result for which Max % Profitable = 0,40 & Max Net Profit = 7'780 is shown on Inversion X et Y_02 but not on Inversion X et Y_01 (Although there is no results with a higher % Profitable & Net Profit -> It should appear)

Thanks in advance

John

[NinjaTrader_Jesse]

Hello John_Paodo,

Thank you for the post.

Are you able to see this happening when using the SampleMACrossOver strategy?

If you can see this with the sample I would suggest to collect the specific steps you used/parameters used in the optimization and post that. I will test that further to see if that would be expected.

I look forward to being of further assistance.