Strategy Analyzer feature suggestions

[TheWhiteDragon]

I've noticed a few small things that would really help out in the backtesting experience:

• Time remaining and estimated shows up when doing an optimization run, but not on single runs. This should always at least show you the time elapsed during the backtest.
• After a backtest has completed, the time it took to run the backtest should still display. It should also be visible in the log.
• When doing an optimization run I should be able to see how many optimizations it will try to run without having to click the run button.
• The strategy analyzer should show me information about how much disk space the data uses or how many bars will be in the data set. This would help selecting a sample that the machine can handle.
• The strategy analyzer should tell me when it is downloading data and how much of the time was taken by that particular task.
• The strategy analyzer should tell me more information about what is is currently doing. I find that it doesn't always use up all of my CPU so it would be helpful to know what it is doing when that occurs. The strategy analyzer often hangs on me. Without this information it is hard to know if it is actually hung or just a really long backtest.

I am successfully running strategies that involve tick replay indicators. If I test on ES from the start of the year it takes about 12 minutes. Many people are saying that the tick replay does not work, but it appears that you just need enough ram. In my case I'm running on a 32gb machine.

[NinjaTrader_Jim]

Hello TheWhiteDragon,

Thanks for your feedback.

We do have a pending feature request for pre calculating the number of iterations that would be performed in an optimization, the ticket is is SFT-4476 and I have added your vote.

I have submitted feature request votes for the other items as well.

Backtest time remaining - SFT-5142

Backtest completion time (log time each backtest/optimization iteration takes) - SFT-3208

Counting a certain number of bars may be easy for some BarsTypes, but for other BarsTypes, we could not estimate how many bars we would have. For example, in a data series of 300 Range bars, we could not know how many bars there would be without actually loading that data first. This would require a "pre-load" stage to load the data series before it is backtested. This would add loading time and would make using the Strategy analyzer less fluid. We would select a data series, and there would be a pause as long as it would take to load that data in a chart before we would know the number of bars in that data series. This added stall may be undesirable to many.

NinjaTrader 7 did mention when data was being downloaded. We have a pending feature request to reimplement that functionality and the ticket ID is SFT-532. I have added your vote.

We have another feature request for the Strategy Analyzer to present results from an optimization as the optimization completes. The ticket ID is SFT-5055 and your vote is added.

These are internal tracking numbers, but for anyone else wishing to have their interest tracked, please let our support staff know that you would like a vote added for the particular request.

Feature Request Disclaimer

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.

When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number will 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

We look forward to assisting.

[NT-Roland]

Hi Jim,
Please add my vote to all SFT's.
And I'd like to add one more suggestion for public voting, i.e. the (optional) functionality to limit the number of iterations to be run in parallel.
Can be done by the user via custom Optimizer script, but to offer this out of the box would be an easy way to greatly reduce the (excessive) RAM usage of NinjaTrader during optimizations which can cause trouble no matter how powerful the machine is. Thus, no matter if 1.000, 10.000 or 10.000.000 parameter combinations are on the table, only run e.g. max. X (user input) in parallel, then run the next batch of X.
Thank you.
NT-Roland

[NinjaTrader_Jim]

Thanks for your feedback NT-Roland!

Votes Added.

The feature request ticket ID for throttling optimizations (limit number of simultaneous optimization iterations) is SFT-1601. Vote Added there as well.