Optimization with Stop Order Entries much slower than with Market Order Entries

[KirkHammett]

Hi!

Why is the optimization with stop order entries much slower than with market order entries? Is there a way to boost the perfomance with stop order entries? I already have instantiated on each optimization iteration set to false.

Thanks!

Kirk

[NinjaTrader_Emily]

Hello Kirk,

Thank you for your post.

There are many items that may affect the performance of Strategy Analyzer optimizations. You already pointed out the IsInstantiatedOnEachOptimizationIteration property. It is important to keep in mind that when this is set to false, objects created in your code have to be reset accordingly. This is noted in the help guide with an example showing how to reset objects:

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

Other items that can impact the performance of an optimization include the "Keep best # results", IncludeTradeHistoryInBacktest, the number of iterations or the range of the optimization you are using, and whether the historical data needed for the instruments and dates involved is already cached or not.

As a test, please try running an optimization on the SampleMACrossover strategy with the same/similar settings and see if you are getting the same results or a noticeably longer processing time. If so, please provide a screenshot of your settings for the optimization so we may further investigate and see if we are able to reproduce on our end.

Please let us know if we may be of further assistance.