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Bug in Optimizer sorted Results

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    Bug in Optimizer sorted Results

    Hi!

    When making a Optimization in the Strategy Analyzer and sorting the parameters from lowest to highest (or vice versa), the values are not sorted correctly. The first line stays always the same no matter what the parameter value is. The lines below are sorted per digit (so 1, 10, 11, 2, 20, etc.) instead of per value (1, 2, 10, 11, 20 etc.). Are you able to reproduce?

    Can you please add a filter option to the optimizer results for each column? It is super annoying having to export to excel and perform the filters especially because I still have to go back to NT for each result to check the equity curve and the other details. If there is an open request please add my vote to it.

    I also want to see the net profit for each the long and the short side. The summary provides it but I want to see it immediately in the results section because again it is super annoying having to switch windows every single time. There are so many options to add columns long and short profit should definitely be added here! Or it should at least be possible to add custom columns via code. Again, if there is an open request please add my vote.

    Kirk

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    #2
    Hello Kirk,

    Thanks for your post.

    The Optimizer tab will display the top number of results based on the value you set for the "Keep best # results" property in the Optimizer dialog window. The column Parameters displays the optimized input values. The parameter combination that achieved the highest performance based on the Optimization Fitness you selected will display first in the optimization iteration results.

    "Can you please add a filter option to the optimizer results for each column?"

    To clarify, what exactly is the filter option you want to see added to the platform so I may submit your feature request vote to the Development team?

    "I also want to see the net profit for each the long and the short side."

    I have added your vote to an existing feature request for this that our Development team is tracking interest in. This request is being tracked under the number SFT-5850.

    As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted on the Release Notes page of the Help Guide.

    Release Notes — https://ninjatrader.com/support/help...ease_notes.htm
    <span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

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      #3
      Hi Brandon,

      thanks for your response. As regards my first issue: I understand the logic of the first line. Still you should overrule the best optimization result when sorting the values in the columns. Otherwise the sorting function makes no sense.

      Still, when I sort the Parameters column (lowest to highest), the lines below the first line are also not sorted correctly (see my screenshot). The lines below the first line are then sorted per digit (so 1, 10, 11, 2, 20, etc.) instead of per value (1, 2, 10, 11, 20 etc.). I understand that the first line is expected behavior but the lines below are not as they are not sorted by the optimized result but by the parameter value. Are you able to reproduce?

      Kirk

      Comment


        #4
        Hello Kirk,

        Thanks for your notes.

        This is the expected behavior when sorting parameters at this time. I have submitted a feature request to the Development team for you regarding changing the sorting in the Strategy Analyzer window to reflect 1, 2, 10, 11, 20, etc. when sorting the parameters.

        This request is being tracked under the number SFT-6045.

        As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted on the Release Notes page of the Help Guide.

        Release Notes — https://ninjatrader.com/support/help...ease_notes.htm
        <span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

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