Performance of Strategy vs. Actual trading

[billr]

I have been running a couple of strategies this week to confirm how they are working. I noticed a few trades that have really bad fills (forex).

Is there a way to print a chart that compares strategic trades vs. actual trades? In a similar format to the Trades section of the Backtesting Performance spreadsheets for the same trading period? This week for instance.

Thanks.

[NinjaTrader_RyanM1]

Hello Billr,

Thank you for your post.

You can use the account performance feature to get a report based on actual trades made.

You can compare the results of this report with a backtest for the same period, but this is something you would have to compare manually. There's no feature in the software that will take these results and display side by side.

[billr]

Thanks Ryan,

To be clear, the performance results for a selected account and time frame are the ACTUAL trades and not the Strategic Trades? i.e. actual live trading executions from the broker are used in the performance data and should match my brokerage account executions?

"historical trade data" = broker trade data

[NinjaTrader_RyanM1]

Hi Billr,

The results in account performance are actual trades. The source of the trades can be manual executions or strategy-based trades.

When you look at a backtest, these are hypothetical fills based on the strategies signals.

Another way of seeing the actual performance of trades generated by a strategy is through the strategies tab of the control center. Right click on a strategy > performance > Real Time

[billr]

Thanks Ryan,

Sorry for the drill down. I pressed the point only because in my experience with Tradestation, one could produce two types of strategic results: one with the backtesting engine and OHLC data, and another with streaming live data that was also based on signals alone but did not necessarily reflect the actual execution. It was quite frustrating. Especially considering that they were a fully integrated 'white label' partner with Gain.

So thanks for clearing that up.

Bill R.