How does a brand new strategy have performance history?

[timmbbo]

I've uploaded a spanken brand new strategy. This strategy has never been run previously. Just after I've enabled it, I click upon Strategy Performance. For some reason, there's an entire history for this brand new strategy, saying it's executed over 300 trades, which is certainly not the case.

Can you explain? Thanks

[NinjaTrader_Emily]

Hello timmbbo,

Thank you for your post.

When a strategy is enabled, it runs its logic in a historical backtest. This is how the Strategy Position is calculated in order to compare it to the Account Position so the start behavior may be enforced. For more information:

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

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

The historical portion of performance is not historical as in trades that were placed live on the strategy in the past, it is historical as in a backtest was performed on the strategy using the historical fill algorithm:

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

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

[timmbbo]

Emily, thanks for the clarification. Follow-up question: How can I best gather real-time performance for a strategy over time?

First, using a Rithmic connection, the connection resets every Saturday night. So, when I restore to a new connection afterwards, that would mean all of my real-time strategy metrics are starting over from zero. Second, when I export from the Strategies tab, none of the real-time Strategy performance is exported as well.

Given this, say I want to track the real-time strategy performance over a month. Given these two seemingly restrictions (resets every week, data not included in an export), how would you suggest I accomplish?

Thanks,

[NinjaTrader_Emily]

Hello timmbbo,

Thank you for your reply.

What are the steps you are taking to export the report? You should be able to right-click and select Strategy Performance > Real-time to pull up real-time performance only. Then, right-click the desired Strategy Performance report display and Export to save it in a spreadsheet file. For more details on viewing strategy performance:
Chart - https://ninjatrader.com/support/help...t_strategy.htm
Strategies tab - https://ninjatrader.com/support/help...t_strateg2.htm

Otherwise, you could consider if the information in the Control Center > Trade Performance report meets your needs for tracking real-time strategy performance over time after filtering/sorting the results to narrow it down to your strategy trades.

Finally, you could consider programming your strategy to export the desired information to a text file using StreamWriter. The following reference samples demonstrate how to track performance and how to write to a text file programmatically, and these ideas could be combined to achieve this result:
https://ninjatrader.com/support/help...nce_statis.htm
https://ninjatrader.com/support/help...o_write_to.htm

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