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Optimization behaviour I don't understand ....

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    Optimization behaviour I don't understand ....

    I have attached a simple custom strategy that exhibits some behaviour I don't understand.

    To reproduce what I am seeing:
    1. Import MyCustomTest strategy.
    2. Open StrategyAnalyzer, and set as per the attached screenshot.
    3. Open Output Window.
    4. Open MyCustomTest strategy in NinjaScript Editor, and re-compile.
    5. Run optimization.
    6. “Should_never-appear” appears twice in Output Window!


    The strategy has IsInstantiatedOnEachOptimizationIteration set to false. The strategy is set up to place a long entry order on the 101st bar, and then print something to the Output Window in OnExecutionUpdate() if a certain condition is satisfied.

    By my understanding “Should_never_appear” should not appear in the Output Window in this optimization; it should only be printed if Enums has the value Should_never_appear... but Enums was set to Set_to_this for the optimization.

    Why does the output window show Should_never_appear?
    Attached Files

    #2
    Hello AnotherTrader,

    Thanks for opening the thread.

    I'm seeing the same behavior you are describing and do not expect that output, and when I test the similar case with an integer, I get the expected results. I'm checking into this further with others in the office and will keep you informed as this develops.

    EDIT: This issue was confirmed as a bug and was assigned the ticket ID NTEIGHT-12986. The number for the ticket ID can be found in the Release Notes page of the help guide when a new release of NinjaTrader contains a fix.

    Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

    Thanks for the report!
    Last edited by NinjaTrader_Jim; 08-03-2018, 07:11 AM.

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