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Trades by AtmStrategyCreate() not shown in Account Performance

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    Trades by AtmStrategyCreate() not shown in Account Performance

    using: NT 7.0.0.10 account sim101

    Trades submitted by NinjaScript AtmStrategyCreate() are not being shown in Account Performance>Advanced when only the specific ATM template is checked.

    If all the templates are checked, then the NS performance is shown.

    #2
    Camdo,

    Thanks. We will look into it.
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      Solved my problem!

      I was trolling the board here to find out why my account performance was not showing up.
      As Camdo mentioned having all templates checked solves this issue for the time being but of course makes judging each ATM template on it's own merits impossible.

      Any more progress on this issue?

      Thanks and loving NT7 more every day!
      Gains

      Comment


        #4
        Additional bug details.

        The Camdo solution shows the results ONLY in the Account Performance tab.
        The results for the strategy are not displayed with the strategy in the Control Center | Strategies tab.

        Any progress being made on this issue?

        Thanks,
        Gains

        Comment


          #5
          Not sure I follow you Gains. Camdo's issue is about performance reporting in the Performance tab. The issue with that is in regards to filtering. This has nothing to do with the strategies tab. The strategies tab does not show ATM strategies. Please clarify what you mean. Thank you.
          Josh P.NinjaTrader Customer Service

          Comment


            #6
            Right, a little blurry there I guess, let me run through it again to see if I am missing something.

            I am calling an ATM template with AtmStrategyCreate() from a NinjaScript strategy.
            This is the fundamental issue Camdo was reporting also. This is when the Performance tab misbehaves.

            We agree about the performance tab solution, that is understood.

            My point is that my NinjaScript strategy which is calling the ATM strategy is not having its performance reported in the strategies tab. No Avg Price, Unrealized or Realized data is shown.
            Is this expected behavior since the NinjaScript is handing off control to an ATM Strategy?
            If it is expected I humbly suggest it should not be.

            BUT, I also do not believe it is behaving correctly because the trade results from the historical past bars of the chart are not being reported in the strategies tab either. But there perhaps NOT reporting the historical Realized amounts is intentional?
            Before you ask I am not using ATM create call if historical.

            I am doing something like this...

            if (Historical) then use ninjascript entry and exit commands

            if (!Historical) then use AtmStrategyCreate()

            In my strategy I have some fixed stops and targets for the historical entries.

            Thanks,
            Gains

            Comment


              #7
              Gains,

              The strategy tab does not show anything but NinjaScript positions. ATM strategies are not part of the NinjaScript strategy even if initiated from the NinjaScript strategy. This is the case because ATM strategies are handled manually and it is not controlled by the NinjaScript strategy. You can do things like scaling in additional contracts, splitting targets, etc. that the NinjaScript strategy would not know about and as such they are two separate entities.

              Strategy tab does not show historical PnL. It will only show real NinjaScript trades and not historical hypothetical positions. If you want to see a historical backtest result you should right click on it and go into the Performance Viewer.
              Josh P.NinjaTrader Customer Service

              Comment


                #8
                Okay, thanks for that concise response.
                I understand and I agree with the thinking behind it, sorry to waste your time.


                Now I must ask for a third time... ;-)
                Any progress on the Performance tab issue?
                Never mind! I'm sure it must have been added to the bug list by now.

                I anxiously await the next beta.

                Thanks,
                Gains

                Comment


                  #9
                  Gains,

                  Development has taken a look at the issue and this is unfortunately currently a limitation for filtering performance report by ATM strategies placed from a NinjaScript strategy that existed even back in NT6.5.
                  Josh P.NinjaTrader Customer Service

                  Comment

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