Strategy Analyzer results corupted

[donto]

Hello There

I have been running many different things on the strategy analyzer and it seems often the results gets corupted when i want to revisit them.

Latest today i am running a back test and everything show fine.
and results are shoen as in this.

https://i.imgur.com/d7pl6gh.png

https://i.imgur.com/3BDB7ar.png

I then close the window and open it again.
as soon as i click on analysis in the top left corner instead of summary it says generating report for some time.

and the everything is broken.

https://i.imgur.com/ojj4n33.png

and when i return to summary this now also shows something totally different then previousley.

https://i.imgur.com/hpZitAO.png

Is this a known issue,
is thins something i am causing becauswe of something i am doing,
is thius something i can fix somehow

it is really frustrating whn using days and weeks on preparing and running optimizaions and the the results are useless afterwards.

[NinjaTrader_Emily]

Hello donto,

Thank you for your post.

So I may assist you more accurately, please answer all of the following questions:

• What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.?.?.?)
• Do you see similar/unexpected results when running the same test on the SampleMaCrossOver strategy in NinjaTrader with the same settings as your strategy?
• Who are you connected to for data? This is displayed in green in the lower-left corner of the Control Center window.
• Are you connected to your data feed provider when running this test?
• Is your strategy a multi-instrument or multi-time frame strategy?
• Do you receive an error on the screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

One thing I do notice is that you seem to have the end date set to 26-11-2023 and that is the same day you were running the test (yesterday). This may mean that the backtest was performed again and included additional data that had loaded since the last time the test was performed. I see you have the logs shown at the bottom of the window; are you able to load the desired results by double-clicking on the desired test from the logs? Do you get the same results if you include today's date on a test again vs. setting the end date to a completed day such as yesterday or prior?

Thanks in advance; I look forward to further investigating this item.

[donto]

Hello Emily

Thank you for the reply.
I am on version 8.1.2.0, i see there is a new version so will probaly updata during the weekend.

I Have tried all the sample strategies on same settings and data as i have issues with and thyis does not show same behavier.

I am connected to Tradovate for data, through APEX
yes i am connected when running the test and also afterwards.

The strategy is running on only data series / timeframe, can be on 1m, 5m or whatever.
It checks where the POC is in the last bar and how the last 3 bars close and open.

It uses this to get the POC.
https://ninjatraderecosystem.com/use...olumetricdata/

so nothing fancy.

it is just two if statements 1 for longs and one for shorts.
6 conditions in each

it is not using other instruments or data series or time frames.
i do think the volumetric indicator used loads a 1 tick data series to get the POC.
Could this be a posible issue ?

I recieve no errors but when i load the previous results it shows generating report for quite some time before showing the report.
I have tested and this happens also when running it on data from only last week.

I tried changing it to use another indicator to get the POC.
This indicator also loads 1 tick data behind the scenes
and the issues happens also here.


I can share the Strategy if you want ?

[NinjaTrader_Emily]

Hello donto,

Thank you for your reply.

You mentioned, "I Have tried all the sample strategies on same settings and data as i have issues with and thyis does not show same behavier." This leads me to believe that the behavior is isolated to this strategy in particular (even when you mentioned you tried changing to use another indicator to get the POC). In order to gain a deeper understanding of the strategy's behavior and the results being displayed, I suggest adding print statements to see which parts of your code are being hit (as well as when, i.e. if more prints come up after selecting the Analysis display again) as well as enabling Trace Orders to understand when orders are submitted, changed, ignored, canceled, rejected, etc. Here is a post with more details about using Prints for debugging:

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working#post791121

I also notice that the VolumetricData indicator you shared the link for includes some debugging prints that may be enabled; this may be helpful information.

For more information about TraceOrders, which may be set to true in State.SetDefaults to enable it:

https://ninjatrader.com/support/helpGuides/nt8/traceorders2.htm

Enable TraceOrders, print the time of the bar, and all values used in the conditions that submit entry orders. Include labels for all values and comparison operators. Let me know if you need any assistance creating a print or enabling TraceOrders.

If you are unsure of the meaning of the output, you can right-click the NinjaScript Output window and select Save As to save the output from the output window to a text file and provide this with your reply.

Please let me know if I may be of further assistance.

[donto]

After much back and forth it seems to me that when using tick replay in an analysis the report is broken ones revisited because tick replay is not enable when re-.visiting the results.

I looked at the chat on the fills and the fills are happening as if tick replay was disabled.

*I added a check to my code that printes on each tick if it replay is enabled, true or false.

Print(BarsArray[BarsInProgress].ToChartString() + " " + IsTickReplays[BarsInProgress]);


And when i first run the analysis it shows like this in the output.
MNQ 12-23 (30 Range) True

And when i close the analyzer and opens the result again it shows like this.
MNQ 12-23 (30 Range) False

So either this is a bug or i need to force TickReplay in my script somehow.

[NinjaTrader_Emily]

After much back and forth it seems to me that when using tick replay in an analysis the report is broken ones revisited because tick replay is not enable when re-.visiting the results.

I looked at the chat on the fills and the fills are happening as if tick replay was disabled.

*I added a check to my code that printes on each tick if it replay is enabled, true or false.

Print(BarsArray[BarsInProgress].ToChartString() + " " + IsTickReplays[BarsInProgress]);


And when i first run the analysis it shows like this in the output.
MNQ 12-23 (30 Range) True

And when i close the analyzer and opens the result again it shows like this.
MNQ 12-23 (30 Range) False

So either this is a bug or i need to force TickReplay in my script somehow.

Please test a simple backtest on the Sample MA Crossover strategy with Tick Replay enabled. Then, close the analyzer and open the results again using the same process as your other strategy to see if the results are displayed with or without tick replay. If you are getting the same behavior, please provide a full list of the steps you are following as well as screenshots of the settings and results for Sample MA Crossover so I may test on my end as well.

I look forward to hearing the results of this test.

[donto]

Hello Emily
Yes i have re-created the issue with the Sample MA Crossover strategy.
at first glance you wont notice since results are the same weather you have tick replay enabled or not.

I copied the sample script.
renamed it to include test in the name and file name.

added this line under the onBarUpdate start.
Print(BarsArray[BarsInProgress].ToChartString() + " " + IsTickReplays[BarsInProgress]);

First after run i get this indicating tick replay is enabled.
NQ 12-23 (5 Minute) True

after i close the analyser windows and open the resultst again i then click the analysis instead of summary and then this starts showing up in the output window,

NQ 12-23 (5 Minute) False

indicating tick replay is disabled.

[NinjaTrader_Emily]

Hello Emily
Yes i have re-created the issue with the Sample MA Crossover strategy.
at first glance you wont notice since results are the same weather you have tick replay enabled or not.

I copied the sample script.
renamed it to include test in the name and file name.

added this line under the onBarUpdate start.
Print(BarsArray[BarsInProgress].ToChartString() + " " + IsTickReplays[BarsInProgress]);

First after run i get this indicating tick replay is enabled.
NQ 12-23 (5 Minute) True

after i close the analyser windows and open the resultst again i then click the analysis instead of summary and then this starts showing up in the output window,

NQ 12-23 (5 Minute) False

indicating tick replay is disabled.

Please provide the requested screenshots of the settings you used as well as the results (in this case, the output) along with the strategy that you modified and tested.

I look forward to your reply.

[donto]

Hello Emily

Please see this screenshoot of the script with the changes marked with a red box.
as you see only the name and the print changed /added.

https://i.imgur.com/PBCi2Le.png

And a screenshoot of the settings used on the backtest.

https://i.imgur.com/0x4ebnF.png

And a screenshoot of the output on first rung and when i open the analysis again,
First it is "True" tick replay is enabled next it is false.

https://i.imgur.com/QrAYwc3.png

[NinjaTrader_Emily]

Hello donto,

Thank you for your reply.

When you "open the analysis again" what steps are you taking? For example, you close the strategy analyzer, you open a new strategy analyzer window, and then how are you loading the results again? Do you see the same results when double-clicking the result in the log vs. the right-click options of opening in a new tab or opening in a new window? I tested this and it seems to run the backtest with tick replay when I open in a new tab or new window; do you see the same results on your end?

I look forward to your reply with the results.

[donto]

Hello Emily
i normally double click the log yes.

And i see now it works also for me if i open in new window or tab.
This is great, now i have a bypass,
thanks.

[NinjaTrader_Emily]

Hello Emily
i normally double click the log yes.

And i see now it works also for me if i open in new window or tab.
This is great, now i have a bypass,
thanks.

Although it works when opening in a new window or tab, I will report this behavior to the development team to investigate why it does not behave the same when double-clicking on the result. I will follow up with you once I have any updates regarding this item.

Thank you for your patience.