ATM Stratgey with Rev at stop checked

[scjohn]

I am running an ATM strategy with 'Rev at stop' checked. I am running this ATM strategy via the Chart Trader. The plots/trades are showing up on the chart as expected. However the Strategy Tab and Account Performance appear to be incorrect. When a Rev at stop is executed the current Active strategy is stopped with the correct realize profit. However, a new strategy does not appear in the Strategies Tab section but the entry is plotted (along with the new Profit Target and Stop) on the chart and the Chart trader is showing the correct position size and direction.

Now when the new Profit Target, or the new Stop is hit. Everything on the chart and Chart trader are correct. But nothing shows in the Account Performance report just the initial trade and that it was closed on the stop. I had what I would call a 3 legged trade. Entry Long with a reverse on a stop (leg 1). Now short with a reverse on stop (2nd leg). Now long with exit on Profit Target (leg 3). Leg 2 and 3 did show in the Strategies Tab nor the Account Performance.

[NinjaTrader_Jason]

Hello scjohn,

The Strategies-tab only displays one row for the 3 legged trade; this is as expected.

However, the Acccounts Performance-tab-->Executions & Trades-tab should list the each 'leg'. Can you please ensure "Group trades by ATM strategy" is unchecked in the upper right corner of the Accounts Performance-tab upon generating a report.

[scjohn]

Attached are screen shots of the Account Performance Trades and Execution tabs. Also attached is a screen shot of the chart.

[NinjaTrader_Jason]

Hello John,

I tested the following screnario on my end.

I enter one contract long with a stop loss and profit target set to 4 and "Rev at stop" enabled. The startegy reversed three times before the profit target was hit.

The Strategy-tab only shows one row, which is as expected.

The Accounts Performance-tab-->Trades-tab displays 4 rows, which represent the initial strategy (Test1) and the three reversals (AtmStrategy). This is as expected.

The Accounts Performance-tab-->Executions-tab displays 8 rows:

-first the buy order
-2 sell orders; one closing the position and one to put you in a reverse position
-2 buy orders; one closing the position and one to put you in a reverse position
-2 sell orders; one closing the position and one to put you in a reverse position
-1 buy order; the profit target that got hit.

All is working correctly on my end. I suggest to perform the same test and check if you have the same outcome.

[scjohn]

This morning I went to the Account Performance tab and changed the From date to 06/18/08. The To date is 06/19/08. Clicked on the generate button and volia are of the trades now show up. Very strange. I will see what happens today.