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    Strategy Analyzer table does not match summary

    When I optimize a strategy, the table with top results does not match the summary. All of the results in the table are the same with different parameters, but if you click on them the summary does not match. I have restarted everything a few times, and used the toolkit to clean everything out. Any help would be greatly appreciated. Thanks.

    #2
    Hello zrobfrank,

    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 a similar discrepancy between the top results and the summary when running an optimization on the SampleMaCrossOver strategy?
    • Who are you connected to? 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?
    • What instrument(s) (and expiry if applicable) have you selected?
    • What Data Series Type have you selected? Example: Tick, Minute, Day
    • What From and To date is selected?
    • 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?
    Please provide screenshots of the differences you are seeing.
    • To send a screenshot with Windows 10 or newer I would recommend using the Windows Snipping Tool.
    • Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save it as a jpeg file and send the file as an attachment.

    Thanks in advance; I look forward to further investigating this item.​
    Emily C.NinjaTrader Customer Service

    Comment


      #3
      Emily,

      I'm using version 8.1.2.1.
      If I run SampleMACrossOver I do not see the same discrepancy.
      I am connected to My Rithmic Trading.
      I'm trying to test MNQ MAR24. I've also tried it on NQ and MES.
      I am using 480 minute bars, and the strategy is single time frame. I have high resolution tick order resolution.
      I have tried the test on the last three months or last one month.
      There are no errors in the log.

      I also notice that if I save and close the workspace with the Strategy analyzer open, it will run up the RAM to my max over the course of five minutes without running any tests or doing anything. I have to close the Analyzer and start a new one each time to avoid the RAM problem.

      The only indicator I'm using in the strategy is OBV, if that makes any difference. Thank you for this help on this problem.
      Attached Files

      Comment


        #4
        Hello zrobfrank,

        Thank you for your reply.

        Since this is not happening on the SampleMACrossOver strategy, please provide a reduced sample of your strategy that still produces a discrepancy in results. I would like to test it on my end and see if I get the same behavior. You may export the reduced sample via Control Center > Tools > Export > NinjaScript AddOn then attach the .zip file that is generated to your reply here.

        I look forward to your reply and assisting you further.
        Emily C.NinjaTrader Customer Service

        Comment


          #5
          I've attached the .zip file, as requested. Thank you for helping with this. obv.zip

          Comment


            #6
            Originally posted by zrobfrank View Post
            I've attached the .zip file, as requested. Thank you for helping with this. [ATTACH]n1293241[/ATTACH]
            I see your attachment includes the strategy files for zzzzzzzobv.cs & obv.cs. I am not getting any results when testing zzzzzzzobv in the Strategy Analyzer and this appears to be different from the strategy in your screenshot, which I believe contains 5 z's. Are you sure that you sent the correct file?

            Additionally, what are the results after adding debugging prints that include the PnL throughout your strategy? Which value in the screenshot is accurate compared to the values displayed by prints? For more information about using prints for debugging:


            TradesPerformance objects available to a strategy are listed in the help guide here:


            I look forward to your reply.
            Emily C.NinjaTrader Customer Service

            Comment


              #7
              In regards to the file names not being the same, I sent you the most recent version because I had tried resaving it and changing some things. Turns out, I had accidentally put my targets and stops in State.Configured instead of State.DataLoaded. Now when I analyze everything seems copesetic. I'm not sure what's going on with the PnL, I thought I had taken all of that out of there and I'm not seeing any in my editor. Anyway, thank you for helping me and sorry I wasted your time with a simple mistake on my part. Thanks again.

              Comment

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