I ran a simple optimizer on a variable to have it optimize between 1 and 20. It was suppose to optimize on max % profitable and it kept giving me the result of when the result was equal to 20. The % profitable with it at 20 was 56%. When I reran the optimizer with a "Keep best # results" at 20 (all possibilities) it returned results that had some % profitable up at 70%. Obviously when "Keep best # results" is set to 1 it isn't returning the single best result.
Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Bug in Optimizer
Collapse
X
-
Bug in Optimizer
It would appear the "Keep best # results" is messed up. Instead of displaying the top x best results I think it is just providing either last x amount of results.
I ran a simple optimizer on a variable to have it optimize between 1 and 20. It was suppose to optimize on max % profitable and it kept giving me the result of when the result was equal to 20. The % profitable with it at 20 was 56%. When I reran the optimizer with a "Keep best # results" at 20 (all possibilities) it returned results that had some % profitable up at 70%. Obviously when "Keep best # results" is set to 1 it isn't returning the single best result.Josh P.NinjaTrader Customer ServiceTags: None
-
Jeez. Can't think properly late at night. Okay I redid the screenshots to now show the relevant column, but the problem is still there.
The maximum profit from the 20 possibilities is 52.17% shown in the first screenshot. When I switch the "Keep best # results" to three you can see that 52.17% is not even displayed as any of the top 3 results.
A pattern is also easily detected from the parameters that it is showing as results. If I choose to see top 5 results I get the results for 20/25, 19/25, 18/25, 17/25, and 16/26. If I choose to see top 1 results I will get 20/25 and top 2 will yield 20/25 and 19/25.Last edited by NinjaTrader_JoshP; 05-28-2007, 11:03 AM.Josh P.NinjaTrader Customer Service
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by DawnTreader, Yesterday, 05:58 PM
|
3 responses
14 views
0 likes
|
Last Post Today, 11:48 AM | ||
Started by OllieFeraher, Today, 11:14 AM
|
3 responses
5 views
0 likes
|
Last Post Today, 11:47 AM | ||
Started by GwFutures1988, 10-15-2023, 12:13 AM
|
11 responses
517 views
0 likes
|
Last Post
by Chaos05
Today, 11:41 AM
|
||
Started by quicksandatl, Today, 11:11 AM
|
1 response
6 views
0 likes
|
Last Post Today, 11:24 AM | ||
Started by aman jain, 10-01-2020, 09:25 PM
|
3 responses
293 views
0 likes
|
Last Post
by Legiboka
Today, 11:13 AM
|
Comment