Two account`s, two chart`s, same strategy same SystemPerformance results

[sidlercom80]

Hi, I have the following problem:
same strategy (different id of the strategy) on two different charts and different accounts giving the same SystemPerformance results each time.
how can i use these two different strategies and their values separately?

for each chart and account separately (CumProfit = SystemPerformance.AllTrades.TradesPerformance.Curr ency.CumProfit)

[NinjaTrader_Kate]

Hello sidlercom80,

Thank you for your post.

I note there are two different lines in that panel, one just labeled P&L and one labeled P&L Intraday. On the left chart both are visible but on the right only P&L intraday is visible and giving the same value as the PnL line on the second chart, so the results aren't quite the same between the two charts.

Can you provide a small code sample of how you're plotting both of those two lines?

Thanks in advance; I look forward to assisting you further.

[sidlercom80]

Hi _Kate, it's not directly about the plot, they are just showing. I load a strategy A. in chart A. and one ( the same strategy but different ID) in another chart B.
so as follows::

Chart A. Acoount A. with Strategy ID=226934909 (should be CumProfit A. = SystemPerformance.AllTrades.TradesPerformance.Curr ency.CumProfit)
Chart B. Account B. with Strategy ID=226934910 (should be CumProfit B. = SystemPerformance.AllTrades.TradesPerformance.Curr ency.CumProfit)

If the same strategy is loaded twice, each time with a different ID (it is then two different strategies) on a different account, the system performance values should also only be calculated on the associated account and not totally on both accounts

[sidlercom80]

Hi, _Kate I know what you mean now I just don't know the solution yet, do you have an idea?
the line is drawn in an indicator, the value for the line comes from the strategy. the indicator is loaded with the strategy.

Code in Strategy:

//Add P&L Panel Plot Indicator
sidiStrategyPerformancePlot = SidiStrategyPerformancePlot();

if (sidiStrategyPerformancePlot != null)
{
   sidiStrategyPerformancePlot.Strategy = this; // Create an indicator which is set for a panel plot. The indicator will use this strategies references PanelPlot series to plot.    
   AddChartIndicator(sidiStrategyPerformancePlot);
}

Code in Indicator:

protected override void OnBarUpdate()
{
//Grab the Panel Plot value for the current bar and plot it.
double cumProfit = Strategy.CumProfitPanelPlot.GetValueAt(CurrentBar) ;

if (cumProfit != 0)
priorCumProfit = cumProfit;


CumProfitPlot[0] = cumProfit != 0 ? cumProfit : priorCumProfit;
 }

the idea is from Sample: Plotting from within a NinjaScript Strategy

https://ninjatrader.com/support/foru...trategy?t=6651

[sidlercom80]

after further testing: it looks as if the indicator that is loaded from the strategy and is supposed to apply only to this strategy is used for all subsequent strategies, although the indicator for all subsequent strategies are loaded separately. i don't understand that

[bltdavid]

after further testing: it looks as if the indicator that is loaded from the strategy and is supposed to apply only to this strategy is used for all subsequent strategies, although the indicator for all subsequent strategies are loaded separately. i don't understand that

Sounds like the auto-generated code at the bottom of the Indicator is forcing the
reuse of a cached indicator instance.

Update the indicator to accept a throwaway argument which can be made completely unique.

Then, pass a completely unique argument into the indicator from the strategy.

[sidlercom80]

Hi bltdavid, thank you for your tip, unfortunately i don't know exactly how to do it. do you have another tip, or an example?

I think you mean here somewhere:

public partial class Indicator : Gui.NinjaScript.IndicatorRenderBase
{
private MyIndicators.SidiStrategyPerformancePlot[] cacheSidiStrategyPerformancePlot;
public MyIndicators.SidiStrategyPerformancePlot SidiStrategyPerformancePlot()
{
return SidiStrategyPerformancePlot(Input);
}

public MyIndicators.SidiStrategyPerformancePlot SidiStrategyPerformancePlot(ISeries<double> input)
{
if (cacheSidiStrategyPerformancePlot != null)
for (int idx = 0; idx < cacheSidiStrategyPerformancePlot.Length; idx++)
if (cacheSidiStrategyPerformancePlot[idx] != null && cacheSidiStrategyPerformancePlot[idx].EqualsInput(input))
return cacheSidiStrategyPerformancePlot[idx];
return CacheIndicator(new MyIndicators.SidiStrategyPerformancePlot(), input, ref cacheSidiStrategyPerformancePlot);
}
}

[NinjaTrader_Kate]

Hello sidlercom80,

Thanks for your replies.

I believe what bltdavid is saying is to add a parameter to the indicator that it doesn't really use for calculations but that you can use a unique value for so the indicator isn't being called with exactly the same values from each strategy. So, say, add a property called "StrategyID" to the indicator and then you can use GetAtmStrategyUniqueId to generate a unique value (even though you're not using it with ATM orders, it just generates a unique value so you can use that) and pass that unique value to the to the indicator as StrategyID so it's not caching the same indicator instance for each strategy.

https://ninjatrader.com/support/helpGuides/nt8/getatmstrategyuniqueid.htm

I'd give that a try and see what results you get, because it does seem like values are coming from a cached version of the indicator.

Please let us know if we may be of further assistance to you.

[sidlercom80]

Hi _Kate, thank you for your answer! i know roughly what you mean, but unfortunately not how i should implement it exactly. is there no example?

[NinjaTrader_Kate]

Hello sidlercom80,

Thank you for your reply.

I found that GetAtmStrategyUniqueId() only works in State.RealTime, so in lieu of that since each strategy instance already has a unique id assigned to that we can use that as the unique value we pass to the indicator. I've worked up a simple example that's just a revised version of SampleStrategyPlot that's attached.

Please let us know if we may be of further assistance to you.

[bltdavid]

I believe what bltdavid is saying is to add a parameter to the indicator that it doesn't really use for calculations but that you can use a unique value for so the indicator isn't being called with exactly the same values from each strategy. So, say, add a property called "StrategyID" ...

Exactly.

The idea is the property must become an argument when calling the indicator.

So, just add a new public NinjaScriptProperty to the indicator, name doesn't matter, I usually use
strings for these properties.

NinjaTrader's automatic code generation converts all public properties with the NinjaScriptProperty
attribute into arguments that are passed to the indicator. This is the critical secret sauce to making
this work -- your goal is to add a new argument to your indicator. It's considered a "throwaway" or
dummy argument because you don't care about or use the value -- you need this argument because
it's mere presence is what helps you subvert the code caching of indicator instances -- that is, this
technique is how you turn that caching off.

Ok, so far so good.
You're almost done -- that's it for the indicator -- now for calling it from the strategy.

Obviously, when calling the indicator from your Strategy, you are forced to account for this new
string argument. Well, just make the string value unique. Using GUID is one way to do that.

A unique string value in the argument list should thwart the internal NinjaTrader caching code that
seeks to reuse previously saved indicator instances.

Fire up NT7 and study the NinjaTrader automatically generated code at the bottom of each
indicator -- NT8 is doing something very similar but the code is more internalized.

[sidlercom80]

Hi _Kate, hi bltdavid, thank you very much for your help! i have now implemented it as _Kate has shown in the example, unfortunately without success.
As can be seen in the picture, the two charts have different strategies, but the same values are used alternately for both strategies.



Strategy:

protected override void OnStateChange()
{
...
   else if (State == State.Configure)
     {
       string strategyID = this.Id.ToString();
       sidiStrategyPerformancePlot = SidiStrategyPerformancePlot(strategyID);

          if (sidiStrategyPerformancePlot != null)
             {
                sidiStrategyPerformancePlot.Strategy = this;
                AddChartIndicator(sidiStrategyPerformancePlot);
              }
      }
}

protected override void OnBarUpdate()
{
   CumProfit = SystemPerformance.AllTrades.TradesPerformance.Currency.CumProfit
   CumProfitPanelPlot[0] = CumProfit;
   double dummy = sidiStrategyPerformancePlot != null ? sidiStrategyPerformancePlot[0] : 0;
}

Indicator:


I have also made a short video:

http://www.youtube.com/watch?v=WGXGCyqY-_Y

do you have any other ideas?

[sidlercom80]

I think I have found the problem. I use a public property for the value to save it:

  [XmlIgnore, Browsable(false)]
  public double CumProfit
        {
            get { return cumProfit; }
            private set
            {
                if (value != cumProfit)
                {
                    cumProfit = value;
                    NotifyPropertyChanged("CumProfit");
                    NotifyPropertyChanged("CumProfitString");
                }
            }
        }

CumProfitPanelPlot[0] = CumProfit;

If I do this directly without a public property, it works:

CumProfitPanelPlot[0] = SystemPerformance.AllTrades.TradesPerformance.Currency.CumProfit;

but that would mean that i can only use the strategy once at a time, which is not the solution! does anyone have an idea how i can use all the public properties in the strategy one at a time per strategy? the variables and values in strategy A are to be used only for strategy A. and those for strategy B. only for strategy B. a separate instance for one strategy each. i thought all values saved in a strategy are only used for this strategy and if another strategy is opened, the values are also newly created.

[sidlercom80]

Problem solved! I'm an idiot I forgot that i had declared a static variable, removed "static", now it works. thanks again for your patience and help, i have learned a lot again

private static double cumProfit = 0;