Automated Strategy Names Are Not Showing In Trade Performance Window

[jaybedreamin]

Hi all,

I'm running a portfolio of automated trading strategies that we have developed. About 17 or so at the moment. I want to export the live trade performance into Excel and do some modeling with the data. My problem is, the "Strategy" column is always blank. I want to know which strategy was responsible for which return so that we can do some interesting things and build out some portfolio modeling tools in Excel and python, but this seems to be fundamentally broken in NinjaTrader.

I've attached screenshots of what I'm referring to. There is a "Strategy" tab when I go to the "Trades" view, and I assume that column should show the name of the strategy that the trade was generated by, but it doesn't. It's always blank.

Any way to fix this or make the correct names show up? Each strategy has a unique name and trades a specific market

[NinjaTrader_Gaby]

Hello jaybedreamin,

Thank you for your post.

Your second screenshot (of the Trade Performance) show trades dated from September and October 2023 on the MNQ 12-23. These don't seem to match the trades from your first screenshot showing the Strategies tab of the Control Center, these show trades placed on the MNQ 06-24.

If you take a look at more recent history in the Trade Performance, are you able to see the Strategy column populated for the trades you are showing in your first screenshot?

What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.?.?.?)

I look forward to assisting further.

[jaybedreamin]

Hi NinjaTrader_Gaby,

Thanks for responding. Yeah the first screenshot is just to show that I am in fact running a portfolio of strategies, in case there was any question there. Have been running this portfolio since September 2023 (the start date) in the second screenshot.

If I look at a more recent history, say this week, the Strategy column is still completely empty and no strategy names show up. See the attached image

I found this thread from 2019 about the same issue, and unfortunately it looks like a platform limitation

https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1076272-trade-performance-does-not-populate-the-strategy-name

I'm just wondering if this was a limitation/highly requested feature back in 2019, if there's been any update on it? Being able to export live trade performance and identify trades by strategy name would be highly beneficial to any serious trader.

My NT version is 8.1.1.7 64-bit

[NinjaTrader_Gaby]

Hello,

Thank you for linking that post.

Yes, unfortunately this feature request is still open and has yet to be implemented. As Jim noted:

"If the strategy is disabled manually, or if the platform is shutdown, or if the instrument changes, then we will be starting a new instance of the strategy, and NinjaTrader will then not be able to associate previous orders created by the strategy."

If you would like, I can add your vote to this feature request (SFT-1817).

My apologies for any inconvenience this has caused.