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Strategy Analyzer inconsistencies

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    Strategy Analyzer inconsistencies

    Hi,
    a client asks the below, if you could please advise.

    thanks,
    saltminer

    the Optimization does strange things. It appears that the results shown on the top do not always match the results in the bottom. I have done a few tests and in many cases the results in the graph (which seem to be the correct results you also get these in a single run) are way lower (see picture). For example there is a total profit of 6956 shown in the top but the graph has only 5474.
    Click image for larger version

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    #2
    Hello saltminer,

    Thank you for your post.

    Does the strategy use IsInstantiatedOnEachOptimizationIteration set to false?

    Does clearing the cache show consistent results?

    To delete the cache, follow the steps below.
    • Shut down NinjaTrader.
    • Open the Documents > NinjaTrader 8 > db folder.
    • Delete the sub-folder named 'cache'.
    • Restart NinjaTrader and test.
    Please let us know if we may be of further assistance.
    Kate W.NinjaTrader Customer Service

    Comment


      #3
      Hi,
      if I use a boolean property to be able to configure IsInstantiatedOnEachOptimizationIteration at will, setting the base Property in State.Configure, is this supported?

      Thanks,
      saltminer

      Comment


        #4
        Hello saltminer,

        Thank you for your reply.

        Yes, you can set IsInstantiatedOnEachOptimizationIteration in State.Configure based on a user input. It must be set either in State.SetDefaults or State.Configure so you're ok to do that.

        Please let us know if we may be of further assistance to you.
        Kate W.NinjaTrader Customer Service

        Comment

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