clarification of Historical/RealTime Strategy Performance

[jdfagan]

I'd like to clarify the results of this strategy performance results for a futures symbol whose base currency is not USD as defined in Instruments Manager..

See attachment of Strategy Performance pics and definition of FDAX symbol within Instrument Manager. FDAX has its currency listed as Euros and Point Value at 25 - which I take to mean as 25 Euros per point.



Now, in backtests performed and showed within pictures, all currency values have "$" prefix. Am I to assume that NinjaTrader is properly converting all Euro PNL into US Dollars for this FDAX symbol?









Or is it simply showing all values in Euros but is incorrecly using the "$" symbol instead of the "€" symbol?

Finally, I express my commissions as 2.4 for Zen Trader since its a US broker I'm using and I assume its in USD. Yet, in trades tab listing in Strategy Performance, it is listed in USD. This alone is what makes me assume that you must be converting Euros to USD. Please clarify my interpretations of what exactly is USD vs. Euros in this strategy performance report and if any conversions are happening behind the scenes.

Thanks,

JD

[NinjaTrader_RJ]

Hello,

Thank you for your post.

Unfortunately currency conversion is not supported, therefore reporting is done only in absolute $USD.

So, if your broker reports a profit of 100 Euros, this will be shown as $100 USD in NinjaTrader.

[jdfagan]

Ok, so this is a labeling bug then as it currently stands with Strategy Performance Reports - i.e., using "$" symbol regardless of underlying currency symbol. Perhaps in NT 7 version, you guys will either do one of the following:

1. Convert to USD (or even better, allow user to choose which currency he prefers as his default performance reporting currency).

OR

2. Properly label reports with a 3 letter currency code (e.g., USD, EUR, GBP, AUD, etc.) based on the underlying symbol used in trading. 3 letter currency code sidesteps issue of using currency symbols that collide - for instance, many different currencies use "$" symbol I believe.

Of course I'd prefer option 1 above. This would allow one to join multiple trade reports in Excel for manually building a portfolio of systems and seeing the combined equity curve across different base currencies and see it all within one currency and thus avoiding need for user to manually convert such output for each trade of currencies not in their preferred currency.

JD

[NinjaTrader_Kyle]

Hello JD,

Thank you for your reply.

I will forward your suggestions on to our development team for further consideration.

Please let us know if we can be of further assistance.