Feature request: Cache Optimization results, don't re-run Backtest during analysis

[wzgy0920]

If you support this feature request, please voice your opinion in this thread, this way NT can include your vote and hopefully increase the priority to fix the issue faster.

Current behavior: After running Optimization in Strategy Analyzer, the displayed top results are not cached. When you click through each optimization result, NT re-runs a Backtest on each result. This slows down the results analysis process because NT is recomputing each selected result. This can be specifically painful when the strategy can span over multiple days/months of data and when the strategy contains multiple parameters.

For example, I have strategy that contains 5-10 different parameters that I am running Optimization over 6 months of data. The Optimization itself takes few hours, after which I am presented with top results. When I am analyzing the results, I am click through each of the presented results NT runs a Backtest on those set of parameters which freezes the Strategy Analyzer for few tens of seconds until the Backtest is done running. This is super annoying and painful because it slows down the analysis process.

Ninjatrader developers should improve the performance and usability of Strategy Analyzer by caching the backtest results it gathers during Optimization.

Furthermore, I want to re-emphasize related bugs/feature request related to Strategy Analyzer, Optimization and Backtest as listed below

Bug: Open in Strategy Analyzer Tab causes Optimization to run again

Feature request: Single objective Optimization with multiple constrained metrics

Feature request: Option to run Backtest on a select strategy from Strategy tab

Feature request: Additional metrics for sorting in results column of Optimization

Feature request: Ability to pause/resume Optimization

Usability and performance improvements to Strategy Analyzer

[NinjaTrader_BrandonH]

Hello wzgy0920,

Thanks for your post.

I have moved this forum thread to the Suggestions and Feedback section of the NinjaTrader Forums since it is regarding submitting a feature request.

That said, I have submitted the feature request to the Development team so they may take implementing it into consideration for a future NinjaTrader release.

This request is being tracked under the number SFT-6292.

As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted on the Release Notes page of the Help Guide.

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