ZizZag optimization "not working"

[PageNotFound404]

Create simple strategy that uses bargo.
int highAgo = ZZ.HighBar(1, 2, 999); //get previous
int lowAgo = ZZ.LowBar(1, 2, 999); //get previous
After starting optimization on different param not related to the ZigZag get message
Strategy 'xxxx_ZZ_1': Error on calling 'OnBarUpdate' method on bar 2: ZigZag.LowBar: barsAgo out of valid range 0 through -1, was 1
Use: Calculate = Calculate.OnBarClose;
What could be the issue?
-PNF

[NinjaTrader_Emily]

Hello PageNotFound404,

Thank you for your post.

So I may better assist you, please provide a screenshot of your optimization settings. Additionally, do you receive any error messages when trying to run a backtest (not optimization) with similar settings?

• To send a screenshot with Windows 10 or newer I would recommend using the Windows Snipping Tool.
  • Click here for instructions
• 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.
  • Click here for detailed instruction

I look forward to your reply.

[PageNotFound404]

Only optimization give me am issue, backtest does not. Backtest Settings:

Item	Value
Strategy parameters
NearNbr	3
dbCnt	2500
tradeSmaPeriod	20
Parma1 (i was looking to optimize that and next 3 nothing to do with zigzag @ all)	3.75
Param2	3.75
Param3	3.75
Param4	3.75
TargetVolatility	35
StdDevRange	20
ZZPercent	0.45
MACDFast	12
MACDSlow	26
MACDSmooth	9
CCIPeriod	14
Data Series
Start date	7/1/2010
End date	2/20/2022
Price based on	Last
Type	Minute
Value	150
Tick Replay	False
Trading hours	CME US Index Futures ETH
Break at EOD	False
Setup
Include commission	False
Label	xxxxx_ZZ_1
Maximum bars look back	256
Bars required to trade	100
Historical fill processing
Order fill resolution	Standard (Fastest)
Fill limit orders on touch	False
Slippage	0
Order handling
Entries per direction	1
Entry handling	All entries
Exit on session close	True
Order properties
Set order quantity	Strategy
Time in force	GTC

Result like this from backtest, not sure how useful that might be??? (or point is it does produce result):

Performance	All trades	Long trades	Short trades
Total net profit	($5,706.25)	($8,618.75)	$2,912.50
Gross profit	$60,437.50	$28,512.50	$31,925.00
Gross loss	($66,143.75)	($37,131.25)	($29,012.50)
Commission	$0.00	$0.00	$0.00
Profit factor	0.91	0.77	1.10
Max. drawdown	($10,075.00)	($10,781.25)	($2,831.25)
Sharpe ratio	-0.35	-0.47	0.24
Sortino ratio	-0.38	-0.47	0.47
Ulcer index	0.04	0.04	0.01
R squared	0.76	0.86	0.66
Probability	83.21%	97.93%	24.44%
Start date	7/1/2010
End date	2/20/2022
Total # of trades	947	511	436
Percent profitable	47.41%	46.38%	48.62%
# of winning trades	449	237	212
# of losing trades	476	259	217
# of even trades	22	15	7
Total slippage	0	0	0
Avg. trade	($6.03)	($16.87)	$6.68
Avg. winning trade	$134.60	$120.31	$150.59
Avg. losing trade	($138.96)	($143.36)	($133.70)
Ratio avg. win / avg. loss	0.97	0.84	1.13
Max. consec. winners	7	7	7
Max. consec. losers	13	8	13
Largest winning trade	$1,093.75	$637.50	$1,093.75
Largest losing trade	($1,262.50)	($1,262.50)	($781.25)
Avg. # of trades per day	2.60	1.42	1.20
Avg. time in market	142.48 min	144.72 min	139.86 min
Avg. bars in trade	0.95	0.96	0.93
Profit per month	($330.25)	($503.59)	$168.56
Max. time to recover	465.20 days	465.20 days	118.86 days
Longest flat period	5.01 days	9.35 days	9.81 days
Avg. MAE	$143.15	$148.57	$136.80
Avg. MFE	$132.80	$120.28	$147.48
Avg. ETD	$138.83	$137.15	$140.80

[NinjaTrader_Emily]

Hello PageNotFound404,

Thank you for your reply.

I would like to continue this via email and review your diagnostic files. Please follow the steps below to manually attach your log and trace files to an email so I may investigate this matter further.

• Open the Windows File Explorer (hotkey = Windows key + E) Then navigate to, "Documents" > 'NinjaTrader 8' folder
• Right-click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
• Send the 2 compressed folders as attachments to an email to support[AT]ninjatrader[DOT]com
  • Please include a link to this forum thread in the body as well as "ATTN Emily 03602273" in the subject and body of the email
• Once complete, you can delete these compressed folders.

I appreciate your patience and look forward to resolving this with you.