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Few questions and feedback about Strategy Analyzer

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    Few questions and feedback about Strategy Analyzer

    I have few questions about using the Strategy Analyzer and some feedback for improvement.

    1) How do I change the default strategy that appears when I go to New >> Strategy Analyzer >> General >> Strategy? Right it seems the list of strategies in the drop down box are alphabetically orders. Essentially I want the strategy I created to appear first and as the default strategy. Other than changing my strategy's name, is there some other property in the code I can change so it would change the ordering?

    2) After running an Optimization on a strategy, I am unable to change the parameters again and re-run the optimization. Right now, I have to duplicate the tab if I want to run change the parameter and re-run the optimization. This leads to another problem which I mention in number 3.

    3) When I duplicate a tab which contained results of an Optimization, the new tab automatically starts running Optimization. I have to manually Abort the process every time. This is super annoying become the entire Strategy Analyzer interface is already laggy and slow, even when there is no backtest/optimization process running. It is just silly to that duplicating a tab automatically triggers running the the optimization again when the original tab already had the results.

    4) After running an Optimization, when I click through the results to display the Summary, there is always a lag or delay. You can even reproduce this with the Sample MA crossover strategy. Why is the entire Strategy Analyzer features so laggy? For more custom strategies, while the specific selected result is load, it says "Generating report". Why is this so slow?

    5) After running an Optimization, there is table showing the top results. I can click on the columns (e.g. Performance, Total net profit, etc...) to sort the results. However, this sorting feature does not work properly. It sorts the results, however, it always ignores the 1st result shown. The 1st result is never sorted. See screenshot for example.

    Click image for larger version

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    6) When looking at the Chart in the results of Strategy Analyzer, how do I change the default bar type. Right now, it always defaults to Candlesticks. I want the default to be Hollow candlesticks. I am able to change the default template such as background color, etc. However, the bar type is never saved in the template.

    7) Feature request: When browsing through the list of trades in Analysis, is it possible to show that specific selected trade on the Chart? Like mabye you should be able to right click on the trade and click on "Show on chart"


    #2
    Hello wzgy0920,

    "How do I change the default strategy that appears when I go to New >> Strategy Analyzer >> General >> Strategy?"

    Strategies are listed alphabetically. You would need to rename the strategy to change the order these appear.

    "After running an Optimization on a strategy, I am unable to change the parameters again and re-run the optimization."

    Our developers are aware of this behavior and this has been marked for correction in a future release of NinjaTrader.

    "When I duplicate a tab which contained results of an Optimization, the new tab automatically starts running Optimization. "

    I will submit a feature request for the development team to consider improving this so that the optimization does not have to be re-run.

    "After running an Optimization, when I click through the results to display the Summary, there is always a lag or delay."
    This is because when you click on a result, it has to re-run that backtest iteration to pull all of the information for the Trades, Executions, and Orders display.

    " After running an Optimization" .. "The 1st result is never sorted."

    This is expected, the primary row is the instrument best optimization run.

    "When looking at the Chart in the results of Strategy Analyzer, how do I change the default bar type. "

    The default bar type can be saved with a default template.



    "Feature request: When browsing through the list of trades in Analysis" ... "should be able to right click on the trade and click on "Show on chart""

    I will submit this request for the development team to consider.
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_ChelseaB View Post
      Hello wzgy0920,

      "After running an Optimization, when I click through the results to display the Summary, there is always a lag or delay."
      This is because when you click on a result, it has to re-run that backtest iteration to pull all of the information for the Trades, Executions, and Orders display.
      I think this needs to be improved. Many people run long Optimizations with datasets that span multiple days and multiple parameters. These optimizations can hours to finish. After optimization, one would want to analyze the results. It is counter intuitive that when analyzing the results, the selected parameters are back tested again even though it was already ran during optimization. It would be better if the Optimization log saves all the trades/Summary info into a log during Optimization. This would improve loading the results as opposed to re-running the back test. Right now the result analysis is slow, laggy and painful.


      Originally posted by NinjaTrader_ChelseaB View Post
      Hello wzgy0920,

      " After running an Optimization" .. "The 1st result is never sorted."

      This is expected, the primary row is the instrument best optimization run.


      This is not really intuitive. Although the 1st row is the best performance for the chosen metric, it can lack in other metrics. A user would typically try to sort by different columns for comparison with other metrics. That is the purpose of sorting. Why only sort others and not the first row.

      It would be great if my feedback could be considered for improvements.
      Last edited by wzgy0920; 09-22-2023, 03:00 PM.

      Comment


        #4
        NinjaTrader_ChelseaB

        Just following up regarding my previous post. Wanted to see if my feedback can be considered for improving the usability of the Strategy Analyzer. Specifically, I think the the Optimization process should log/cache all the trades so that after the Optimization is done, clicking on each result does not lead to re-running the backtest. I just doesn't make sense why the basttest is run again when it was already done during Optimization. This significantly slows down the analysis for the results after the Optimization is done.

        Comment


          #5
          Hello wzgy0920,

          Once I have a tracking ID for your feature request, I will post this in this thread for future reference.
          Chelsea B.NinjaTrader Customer Service

          Comment


            #6
            Hello wzgy0920,

            I apologize for not following up with those tracking IDs.

            The request 'optimizations and backtests not have to re-run when duplicating a tab or selecting a result' is being tracked with ID # SFT-6074.
            The request 'in analysis display, right-click execution and select show on chart' is being tracked with ID # SFT-5614.

            Please note, we receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing, so we cannot offer an ETA or promise of fulfillment.

            When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number may be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.

            Release Notes - https://ninjatrader.com/support/help...ease_notes.htm
            Chelsea B.NinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_ChelseaB View Post

              The request 'optimizations and backtests not have to re-run when duplicating a tab or selecting a result' is being tracked with ID # SFT-6074.
              Any updates on when this will be fixed?

              Comment


                #8
                Hello wzgy0920,

                We cannot offer an ETA or promise of fulfillment.

                When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number may be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.

                Release Notes - https://ninjatrader.com/support/help...ease_notes.htm
                Chelsea B.NinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by NinjaTrader_ChelseaB View Post
                  The request 'optimizations and backtests not have to re-run when duplicating a tab or selecting a result' is being tracked with ID # SFT-6074.
                  I'd like to vote for this as well. I was surprised this isn't already the way it works. I found out after clicking a result that had already run and having to sit through it running again - just running on 3 days of data takes a few minutes since I have to use Tick Replay for my strategy. (I think the results should be saved to a log of some sort, which only needs to stick around until those results can't be accessed anymore - like if you click the "Run" button again, or if you close that tab, or exit the program, etc.)

                  Comment


                    #10
                    Hello GregX999,

                    Thank you for you vote.

                    I have added this to SFT-6074.
                    Chelsea B.NinjaTrader Customer Service

                    Comment


                      #11
                      Originally posted by GregX999 View Post

                      (I think the results should be saved to a log of some sort, which only needs to stick around until those results can't be accessed anymore - like if you click the "Run" button again, or if you close that tab, or exit the program, etc.)
                      Firstly thank you for voting for my suggested feature. I would like to differ with your suggestion. I think the top N results of the Optimization should be permanently cached and tied to the instance of that optimization run. Therefore, if I closed Ninjatrader and reopen the optimization run from the for example "Pinned" log, then the top N results should already be loaded and you should not have to wait for each of the top N results to re-run.

                      Comment


                        #12
                        Hello there NinjaTrader and Post Author.

                        Please add my vote to these two.
                        The request 'optimizations and backtests not have to re-run when duplicating a tab or selecting a result' is being tracked with ID # SFT-6074.
                        The request 'in analysis display, right-click execution and select show on chart' is being tracked with ID # SFT-5614.​

                        The first is a huge time consumer.
                        What is the status on that, someone must be able to give a status on that since it is so severe.
                        Running an optimisation for 10-15 hours and then needing to wait hours in browsing the results.

                        Is it something that is being worked on at all or is it just in a queue that will never be looked at ?
                        Last edited by donto; 01-20-2024, 06:30 AM.

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