How can I determine the performance of my strategies, when I close everything at end-of-day?
I'm running four strategies during the day. I've configured NT through the Options menu, to close everything down at end-of-trading day, including strategies and any open position. After I do this, I can't determine how my strategies individually performed. That is, they're all zero'ed out, and the Execution window doesn't break down which particular strategy executed a particular trade. Of course, when a strategy is live, then I can determine it's gain/loss in the Realized column, under the Strategies tab.
How can I determine Strategy performance, when I configure to close everything down at end of trading day? Thanks,
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