No Trades in SystemPerformance.AllTrades

[ubrand]

Sir,

I am running several strategies on NinjaTrader 8 in RealTime for testing purposes. Each strategy is assigned to one simulation account. Further, each strategy trades in one data series with only one instrument either "ES 03-21", "YM 03-21", or "MYM 03-21" (index futures).

Most aspects of real-time trading are working fine, i.e. each strategy can open and close positions. On closing a position, all account items are updated properly.

But there is one problem with SystemPerformance.AllTrades because this collection is empty for all strategies and at all times during trading.

protected override void OnPositionUpdate( ... ) {
...
Log( "Number of Trades: " + SystemPerformance.AllTrades.Count, .... );        // Prints "Number of Trades: 0"
Log( "Number of Trades: " + SystemPerformance.AllTrades.TradesCount, .... );  // Prints "Number of Trades: 4"  i.e. the number of trades made by ALL strategies.
...

The property SystemPerformance.AllTrades.Count returns zero always and for all strategies. The property SystemPerformance.AllTrades.TradesCount returns the total number of trades made by all active strategies. Moreover, It is not possible to access any single trade by index, i.e. SystemPerformance.Alltrades[ ...Count - 1]. Using index-based access to the AllTrades collection causes an exception.

I searched this community for answers to my problem. For instance, one thread suggested setting the parameter IncludeTradeHistoryInBacktest = True. But it won't help either.

Can you assist me to correct this problem? I would like to analyze the trades for each strategy in the method OnPositionUpdate().

Many thanks in advance.

[NinjaTrader_BrandonH]

Hello ubrand,

Thanks for your post.

Please see the attached example script which demonstrates reading information from SystemPerformance.AllTrades.

The code to print out all trades made by a strategy would look something like this, for example.

// Print out the number of trades
Print("The strategy has taken " + SystemPerformance.AllTrades.Count + " trades.");

See the help guide documentation below for more information.
SystemPerformance: https://ninjatrader.com/support/help...erformance.htm
AllTrades: https://ninjatrader.com/support/help.../alltrades.htm
TradeCollection: https://ninjatrader.com/support/help...collection.htm
OnPositionUpdate: https://ninjatrader.com/support/help...tionupdate.htm

Let us know if we may assist further.

[nathanfranke]

You may have to set

IncludeTradeHistoryInBacktest = true;

in

State.Configure

Documentation: https://ninjatrader.com/support/help...inbacktest.htm