Strategy runner mixing up trades in performance report

[adamus]

I am running different strategies on the $EURUSD.

When I choose to view the performance report after a period of trading, I found that the trades of this one strategy I am looking at are mixed up with trades from the other strategies.

I should see only one trade for today, but I see 8.

NT has mixed up exits with entries too, so I see some of the apparent trades listed for this strategy have exit executions given as entries and vice-versa.

Hopefully you can replicate this with one strategy set up to run on 6 different time frames on the same instrument, 15min, 30min, 60min, 120min, 240mins & daily.

[NinjaTrader_JoshP]

adamus,

I believe you are using the Account Performance tab in the Control Center? When you view the Account Performance tab, these are not filtered to be strategy specific. If you wish to see strategy specific results you should instead right click on the strategy in the strategy tab and then go Strategy Performance.

[adamus]

Hi Josh,

I am viewing strategy-specific results. It is more serious than just trades from one strategy being visible in the strategy results for another strategy. The trades are just a mish-mash of the executions and are not paired properly as they were entered and exited by the strategies. Some of the trades show entries with labels that show they were in fact exits, and vice-versa.

[NinjaTrader_JoshP]

It is not clear to me what/where you are seeing what you are seeing. Can you please provide a screenshot? Thank you.

[adamus]

Here's the screen shot. There should be only 6 trades for this strategy on 14th. It contains actually more than that. It has collated the wrong executions together.

Here are the executions that I logged. You can see it is a simple sequence of entry, exit, entry exit etc.

2010-07-14 00:45:00 Rossini $EURUSD LS tf:15Min Q:100000 Execution Buy Limit 1.27230
2010-07-14 01:00:00 Rossini $EURUSD LS tf:15Min Q:100000 Execution Sell Stop 1.27070
2010-07-14 01:15:00 Rossini $EURUSD LS tf:15Min Q:100000 Execution SellShort Limit 1.27135
2010-07-14 04:00:00 Rossini $EURUSD LS tf:15Min Q:100000 Execution BuyToCover Stop 1.27290
2010-07-14 06:15:00 Rossini $EURUSD LS tf:15Min Q:100000 Execution SellShort Limit 1.27060
2010-07-14 06:45:00 Rossini $EURUSD LS tf:15Min Q:100000 Execution BuyToCover Limit 1.27130
2010-07-14 06:45:00 Rossini $EURUSD LS tf:15Min Q:100000 Execution Buy Limit 1.27130
2010-07-14 07:00:00 Rossini $EURUSD LS tf:15Min Q:100000 Execution Sell Stop 1.27015
2010-07-14 12:15:00 Rossini $EURUSD LS tf:15Min Q:100000 Execution SellShort Limit 1.27030
2010-07-14 13:45:00 Rossini $EURUSD LS tf:15Min Q:100000 Execution BuyToCover Stop 1.27285
2010-07-14 14:30:00 Rossini $EURUSD LS tf:15Min Q:100000 Execution SellShort Limit 1.26990
2010-07-14 16:00:00 Rossini $EURUSD LS tf:15Min Q:100000 Execution BuyToCover Stop 1.27330

[NinjaTrader_JoshP]

adamus,

Where is this window from? It is still unfortunately not clear from the screenshot where you are looking at exactly.

What are the signal names of the correct executions and which ones are the signal names for the incorrect executions? Where are the incorrect executions coming from? Another strategy that was concurrently running on the same or different instrument? Another strategy that was concurrently running on the same or different account? Thanks.

[adamus]

OK, if you hold on a moment on this. I just discovered an "Internal Order Handling Rules" error in my trace file that comes from my strategy order logic. I'll clear that up and see if this issue still occurs.

BTW, the window is the "Strategy Performance -> Real time" from right clicking on the strategy row in the Control Centre "Strategies" tab.

[zweistein]

looks like a competitor 's product, strategyrunner.com, message.

That platform is interesting because server based, but all dev in C++ if I remember well.

a.l.

[adamus]

They probably use the same windows gui controls!