How can this be worked around?
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Scale out & trade stats
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Scale out & trade stats
I scale out of my positions fairly often. This creates a problem for trading stats because those scale outs are viewed as multiple trades for reporting purposes (but I don't want them to be). I don't always use an ATM, so grouping trades by ATM strategy just leaves out half of my trades from the report.
How can this be worked around?Tags: None
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Are there people that could figure something out as far as some type of programming? If we think about it logically, all the information is there. Think of being flat as in the middle, or zero on a number line, and being long as all positive numbers, and being short as all negative numbers.
We can go through the "Executions" tab on the control center and look at the executed orders (in order of time), then:
An ENTRY can be defined as whenever a position is initiated. Now, no matter what happens with added or subtracted contracts, we can consider that a single "trade" until the position goes to flat (or beyond flat to the opposite position)
If it goes to flat, we wait for a new position (on either side of flat if you will) to be entered, then repeat the first process for a new "trade". If it goes from long 2 contracts to short 2 contracts, we have crossed over the flat zero line, so it also initiates a new trade. The trade will end when we cross to flat or beyond again.
If we have all this information within NT, and can think about it logically, doesn't that mean it can be programmed?
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Hello mblack707,
Thank you for your suggestion on how we can improve our software.
While this is not currently possible within NinjaTrader as a trade is considered a buy and sell rather than a group of buys and sells as based on the original entry quantity, I will forward this onto our development team for consideration in a future release of NinjaTrader.
I will follow up with a unique tracking id for this request.
I look forward to assisting you further.
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