Trade Performance execution/trade pairing issue

[markl]

Hello,
I'm looking at my trade performance from the last couple of days and I'm running into a miss-calculation by NT.

It appears that when an entry/exit order pair is separated by the performance report date start (IE: the entry execution was before the report window, while the exit execution was during the report window), the executions are incorrectly paired trades. Notice in the images below, the first Target1 EXIT execution at 12414.25 is erroneously used as the entry for Trade #1.

If I run the performance report for 5/11/22 alone, there is no trade data reported, as there is only the Target1 exit just after midnight.

summary:
performance report window: 5/11/22 - 5/12/22
real trade #1 entry execution: 5/10/22 11:57pm <-- prior to the report window
Target1 execution: 5/11/22 12:01am <-- during the report window


Is this a bug? Can I get the performance report to just ignore that initial exit?

Thanks,

Mark

[NinjaTrader_Jason]

Hello Mark,

Unfortunately this is a limitation of the Trade Performance window. The Trade Performance window has no bearing on actual trades that occurred and should always be considered secondary to your brokerage statement. NinjaTrader has no concept of 'trades', but simply pairs together executions. There are many reasons why a Trade Performance report can become out of sync. A few examples of this:

• Partial fills
• Missing executions
• Duplicate executions
• Holding overnight positions
• Running a report from a start date on which you were not flat
• Using another application or device to place an order may not record the execution within NinjaTrader, including another instance of NinjaTrader on another computer.

For example:

• Enter 1 June 4th
• Exit 1 June 5th
• Enter 1 June 5th
• Exit 1 June 5th

In the fill flow above, if you generate a report from June 4 through June 6, you would see two trades reported (Entry June 4th and Exit June 5th) and (Entry June 5th and Exit June 5).

If you generate a report from June 5th through June 6th, you would only see one trade reported where the exit on June 5th is the trade entry and the entry on June 5th is the exit.

As you can see, the result would yield different results. NinjaTrader has no way of knowing if a fill is truly an entry or exit thus it has to build trade pairs starting with the first fill as entry in the date filtered dataset.

[markl]

Hi Jason,

Thanks for the quick response. While disappointing, I can understand the limitation you've described.

A feature request that would help in this situation is if there was a start/stop time in addition to the date for a finer grained report window selection.

Cheers,
Mark

[NinjaTrader_Jason]

Thank you for the suggestion.

I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.

Thanks in advance for your patience.

[NinjaTrader_Jason]

Thanks for your patience.

The internal tracking number for your feature request is SFT-5476. We added your vote. Please reference this internal tracking number when contacting Platform Support if you ever have questions regarding this feature request.

When a feature request is implemented, you'll find a description of the new feature in the release notes:

• https://ninjatrader.com/support/help...ease_notes.htm