After running a simple test strategy on ES 09-19 Daily, I took a look at the Strategy Performance report, specifically at the "Orders $" display, and stumbled upon something I do not understand regarding the contents of the OCO column. BTW, I could not find any details about this on the NinjaTrader 8 Help website.
It is my guess that the OCO column contains the order IDs of the previous Long or Short entry for which the current Stop Loss order has been created. If my assumption is correct, then the screenshot might be showing wrong corresponding order IDs. Please see the attached screenshot, which also contains a few notes/questions.
Could someone clarify this? Thank you!
It is my guess that the OCO column contains the order IDs of the previous Long or Short entry for which the current Stop Loss order has been created. If my assumption is correct, then the screenshot might be showing wrong corresponding order IDs. Please see the attached screenshot, which also contains a few notes/questions.
Could someone clarify this? Thank you!
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