Strategies tab vs Trade performance tab on site on the same trading date range

[birdog]

Hi,

I am noticing that the Strategies tab seems to be tracking all the correct trade values for unrealized and realized P & L but when I run the same date range (in this case namely yesterday Jan 16 at 6 pm est when futures open to date Jan 17th to present, the Trade Performance tab is off by $1,600. This is all in SIM 101.

Let me know what to look for to be sure it is reasonably accurate?

I have tried closing the Trade Performance window and opening fresh.

See Strategies realized p & l as an example from Jan 16 roughly market open within a couple hours of starting it to present say 11 am est Jan 17th https://www.screencast.com/t/P3guQmX2A

See Trade Performance date range https://www.screencast.com/t/7rKrkATfx0V

One thing...does the Strategies tab realized includes commissions or not?...but commissions were only $429.04 in Trade Performance tab so that would not account for the difference if it was or was not regardless.

Thanks a lot.

Most of the time I think it is reasonably reconciled between the two. Today it is not...what are some reasons I can try or understand that would cause it?



Greg

[birdog]

Hi.

I found out more. The account executions up to date have only 239 trades but the Trade Performance has 389. How could that be? That is, of course, the reason, but how could that be and how can I be sure I am comparing the Account trades with the Trade Performance tool in NT?

See attached.

I would assume the Account SIM executions are what we should go by (to rely on) as far as what really happened or Trade Performance.

Perhaps if I am more clear on why the differences that may clear a lot up.

[NinjaTrader_BrandonH]

Hello Greg,

Thanks for your posts.

It could be possible that the difference could be from comparing the historical trades and real-time trades that the strategy does to a Trade Performance window. If you are looking at the Trade Performance window, the historical backtest trades information will not appear in the Trade Performance window.

Note that the Trade Performance window will include trades placed both by the strategies and manually placed orders.

You could right-click on a strategy in the Strategies tab and select Strategy Performance > Realtime & Historical to view information about real-time and historical trades made by a strategy.

Trade Performance: https://ninjatrader.com/support/help...erformance.htm
Strategy Performance: https://ninjatrader.com/support/help...egyPerformance

That said, please try testing the SampleMACrossOver strategy that comes default with NinjaTrader using the same steps to try and reproduce the behavior you are reporting.

Once you are able to reproduce the behavior with the SampleMACrossOver strategy, please send me the exact steps and settings you used so that I may try to reproduce the behavior on my end and investigate further.

I look forward to further assisting you.

[birdog]

Hey brandonhall Thanks. Well, it is definitely not the Strategy Analyzer. The difference is from the Executions tab at the bottom of NT only in SIM 101 vs. the Trade Performance too in NT. I do know what you mean on the Strategy Analyzer though.

Thanks on this You could right-click on a strategy in the Strategies tab and select Strategy Performance > Realtime & Historical to view information about real-time and historical trades made by a strategy. I will try it.

Notice this when going the Trade Performance for yesterday and today. It shows now Shorts or Longs on each individual instrument I am running and that is not true. There are a lot of trades taken today on the Long and Short side. Why do you think this would be https://www.screencast.com/t/qsLEi2eS (30 sec video). If you see the above trades in the zip file you will see many Long and Short trades. Any ideas on that behavior?

Thanks so much.

Ok on SampleMA...

Greg

[NinjaTrader_BrandonH]

Hello Greg,

Thanks for your note.

Please note that my name on the NinjaTrader Forums is NinjaTrader_BrandonH. The brandonhall username you have tagged is a different NinjaTrader Forum user.

In the video you shared, I see that when selecting an instrument, the results in the Trade Performance window show under Long trades or Short trades but not both Long Trades and Short Trades.

If you click on an instrument and compare the Trades Display to the Summary Display, do you see only Long orders or Short orders submitted in the Trades Display? If so, this indicates that only long orders or short orders were submitted to that specific instrument and only Long Trades or Short Trades results populate on the Summary Display of the Trade Performance window for that instrument.

If you compare the Executions tab of the Control Center, do you see both Long and Short positions being placed on the instrument you are comparing in the Trade Performance window? Or, are you only seeing Long positions or Short positions placed on that instrument?

Please test this behavior using the SampleMACrossOver strategy that comes default with NinjaTrader. When testing the SampleMACrossOver strategy on my end, I am seeing both Long Trade and Short Trade results after the strategy has run for a bit and placed trades. See the video attached below showing this.

In the video below we can see the SampleMACrossOver placed 1 Long trade and 1 Short trade on the ES 03-23 instrument in the Executions tab of the Control Center. When we look at the Trade Performance window, we can see 1 Long trade and 1 Short trade made in the Trades Display of the Trade Performance window. We also see Long Trade results and Short Trade results in the Summary Display of the Trade Performance window which reflects these trades made by the strategy.

https://brandonh-ninjatrader.tinytake.com/msc/Nzc5MDE1Nl8yMDgzNzc1Mw

I look forward to assisting further.

[birdog]

NinjaTrader_BrandonH Ok. See this 5 min video showing you https://www.screencast.com/t/3dJYTGuBEC (yea, there are plenty of longs and shorts and longs and shorts will show up when selecting all instruments apparently but not individually). Do you see what I mean? Is there anything that may strike you that may cause this where I could fix (even if it is just moving forward vs the past).

I will do the testing you mentioned.

The one difference between your video and mind is that it seems to work when selecting all instruments but not individual ones.

Let me know if anything comes to mind and possibly try doing 3 or 4 different instruments and try showing the results individually on your end too.



Greg

[NinjaTrader_BrandonH]

Hello Greg,

Thanks for that information and the demonstration video.

I enabled the SampleMACrossOver on the instruments ES 03-23, NQ 03-23, and MNQ 03-23 and let the strategy run for a bit and place trades.

After letting the strategy place a few Long and Short trades on each instrument I opened a New > Trade Performance window and generated a Trade Performance report for today's date.

I unchecked the 'Instruments' filter and enabled each instrument separately in the Filter options. When viewing the Summary Display of the Trade Performance window for each instrument separately, I am seeing results displayed in both the Long Trades and Short Trades columns.

I compared the number of trades for each instrument separately in the Summary Display of the Trade Performance window to the number of trades listed in the Trades Display and the number of trades made matches.

See this demonstration video showing the above: https://brandonh-ninjatrader.tinytak...OV8yMDg0MzYzMQ

Please ensure that you are using the latest version of NinjaTrader (8.0.27.1). This could be seen by going to Control Center > Help > About.

If you are not updated to the latest version, follow the steps below to upgrade your NinjaTrader platform.

• First, copy your license key from NinjaTrader under Help> License Key then exit NinjaTrader
• Click on the link: https://ninjatrader.com/PlatformDirect
• Enter your license key and press Submit
• Select 'Download'
• Critical: Before running the installer, ensure NinjaTrader is closed.

After ensuring you are using the latest version of NinjaTrader 8, please test reproducing the behavior using the SampleMACrossOver strategy that comes default with NinjaTrader. We have you test this SampleMACrossOver strategy so that we can determine if the issue is related to the platform or if the behavior is specific to your custom strategy.

Please report back your results after testing the SampleMACrossOver strategy on NinjaTrader 8 (8.0.27.1).

I look forward to assisting further.