Multi-Instrument Strategy Per Instrument PnL

[jeronymite]

The Control Center Strategies tab helpfully shows all Instruments in a multi-Instrument Strategy.

However, for all but the primary Instrument, there is a comment in the Realized PnL column: "In order to display realized PnL per instrument the strategy developer must enable the strategy to include trade history.".

Please advise what this means in practice and how one might implement this.

Thanks.

[NinjaTrader_PaulH]

Hello jeronymite,

Thanks for your post.

From the help guide: "IncludeTradeHistoryInBacktest" -"Determines if the strategy will save orders, trades, and execution history. When this property is set to false you will see significant memory savings at the expense of having access to the detailed trading information."

Please see the help guide here: https://ninjatrader.com/support/help...inbacktest.htm

[bltdavid]

From the help guide: "IncludeTradeHistoryInBacktest" -"Determines if the strategy will save orders, trades, and execution history. When this property is set to false you will see significant memory savings at the expense of having access to the detailed trading information."

Please see the help guide here: https://ninjatrader.com/support/help...inbacktest.htm

I saw that and thought it was extremely poorly named, since the name itself
literally screams out 'this only applies to the Strategy Analyzer'.

Then I saw the Notes in the help guide,

Notes:
•Since trade information is not stored you will only see entry/exit executions plotted on the chart with no connecting PnL trade lines.
•In a 32-bit environment the property is always defaulted to false, except when the strategy is running on a chart or in a single-instrument backtest
•In a 64-bit environment the property is always defaulted to true, except when the strategy is running on the strategy tab.

The parts in red provide forensic clues telling us this property
applies to more than just backtesting.

I still think the suffix 'InBacktest' is an incredibly stupid choice
by whomever made it. At the very least, it is wildly misleading,
confusing as heck, and performs a grave disservice to the overall
elegance of the product.

Moral of the story:
Just like the classic Unix manual, a careful reading of the help guide
still needs some elbow grease for the brain, along with ample amount
of experimentation to discern the underlying truth -- meaning, it's not
as clearly written as it could be -- you gotta divine things for yourself.

That is not a good thing.

Just my 2˘.

[harshalmira]

thanks for sharing this information