account performance bugs

[dave1992]

Hi,

RC1 - when you have two strategies trading the same instrument, if they both enter at the same time, but exit at different times with different labels, the account perf tab mixes up the two - it swaps the exit label name and profit between the two strategies. Example is the highlighted lines in the attached files, between strategies L25 and L26

thanks
Dave

[NinjaTrader_Bertrand]

Dave, the Account Performance strictly goes sequential, it does not tie the entry / exit names together.

[dave1992]

I'm not asking about tying to the entry names. Surely the allocation of profit to the wrong entry in the list is a bug.

[NinjaTrader_Bertrand]

Dave, this is unfortunately an expected limitation - the sequencing is strictly done per timestamp.

[dave1992]

Sorry, that makes no sense - one strategy exits 7 mins before the other, so how come it does not get its own profit correct? If it's all in sequence, how can it get the exit and profit of the strategy that exits 7 mins later, and more to the point, how does the the second one get the details from the exit 7 mins earlier.

[gomifromparis]

So what you mean is that the fact that we're not able to find out which is the most profitable/losing strategy is by design ? And it is (again!) the fault of timestamps ?

Dave, this is unfortunately an expected limitation - the sequencing is strictly done per timestamp.

[NinjaTrader_Bertrand]

Sorry, that makes no sense - one strategy exits 7 mins before the other, so how come it does not get its own profit correct? If it's all in sequence, how can it get the exit and profit of the strategy that exits 7 mins later, and more to the point, how does the the second one get the details from the exit 7 mins earlier.

Dave, sorry for the late reply - what I meant was that the strategies execute both on the same account, thus if Strategy A opens a short and Strategy B issues an exit order for this short those would appear to be linked together then - the account performance would not lend itself to review each individual strategy performance, it would always offer the account level view. If you would things to be split up you could execute to 2 simulation accounts for example.

[dave1992]

This is replay though! You can't do seperate accounts, can you? And if not, why not?

I'm already doing replay with the same strat and different parameters because backtest has no concept of proper level 1 or 2. That was time consuming enough, but now I find I have to replay each set of parameters seperately. It's ridiculous - every time I get closer to doing anything more rigorously or professionaly in Ninja there's some major stumbling block in my way.

Every strategy has a unique id right? Why not just fix the code so that trades are tied to strategies for the performance analyser and each entry has the correct details. Because at the moment the figures are wrong!

[NinjaTrader_Brett]

Hello,

The replay 101 account is a special account for replay only as such there is only one availiable currently as it has special attributes.

Also, I'm jumping in here for Bertrand however have you tried right clicking on the strategy while still connected to the replay connection and then selecting Strategy performance->Realtime. This should get you the realtime performance of the strategy only and not the account when run instead of using the account performance report tab, or is this what your referencing currently?

I look forward to assisting you further.