Strategy -> performance -> real-time: - all messed up

[adamus]

I am still unable to get the true performance report from a strategy using the performance window from the control center strategy tab's right click menu.

It is slightly confusing because I have two strategies running on this instrument, but the strategy I am showing here is really simple - it enters around 6:00AM to 7:00AM and either wins or loses 40 ticks.

So you can see that the performance report has gone wrong just near the end, grabbing some virtual trades from nowhere and confusing the entries with the exits.

The other problem is that the chart shows 2 little markers for each execution! See the screenshot and look at the last 2 executions. There are also trades from the other strategy showing on the chart, so ignore them.

Any advice or instructions how to make sure the strategy performance report stays correct? Or do we have a bug here?

Thanks

[NinjaTrader_Bertrand]

Hi adamus, the virtual entry execution would be expected as the first entry if you worked in 'Immediately Submit' mode, but not in the middle of the trade sequence as you've shown...another interesting point is the negative bars # you see - would you see the same reports results on the account performance for this account as well?

The double markers on reversals where a close position is done, too - are you sure you were still in sync to the underlying account at this time?

[adamus]

Hi adamus, the virtual entry execution would be expected as the first entry if you worked in 'Immediately Submit' mode, but not in the middle of the trade sequence as you've shown...another interesting point is the negative bars # you see - would you see the same reports results on the account performance for this account as well?

Hi Bertrand,
I do see similar negative bar counts for trade duration on the account performance output.

The GBPUSD is the first instrument I looked at. When I look at the other instruments as well, I notice some much worse problems, e.g. one trade is entered with a profit of -$24000 which certainly isn't a real trade.

The double markers on reversals where a close position is done, too - are you sure you were still in sync to the underlying account at this time?

Are you asking if I was still connected to IB when the trades occurred? Yes, I have had quite an extended period of good connectivity recently and I think I almost certainly was connected - especially at that time of day since that's when I observe the markets the most.

Thanks.

[NinjaTrader_Bertrand]

Hi Adamus, thank for the reply - it would great to review your DB contents for the negative bars issues seen, would you mind forwarding this to support?

I'm glad to hear about your improved connectivity recently, but I was more concerned with the actual strategy vs account position matching for the execution of the strategy. The chart performance I saw suggests this was not the case all the time, thus the mismatches in execution markers seen.

[sajosh]

My chart is also showing errors. The image below is from Strategies > Performance > Real-time.

Why is this?

[NinjaTrader_Bertrand]

sajosh, can you please open a new thread for your issue?

Thanks,