Strategy Performance - Real-Time and Historical options?

[gcaver]

I just finished a week of round-the-clock live testing my Ninjascript strategy (in sim).

On the Strategies tab, when you right-click on a strat and go to Strategy Performance, you get options for Real-Time, Real-Time & Historical, and Historical. What do each of these options mean?

Also, what is going on with the dates shown on the analyzer output screen? It shows 7/24-7/29, but this strategy was only added and enabled the week of 7/29-8/2.

[NinjaTrader_Gaby]

Hello gcaver,

Thank you for your post.

From the Help Guide:

"•Real-time - Generates performance data for your real-time trades only (since the strategy started running) and will exclude historical trades. If your strategy held a virtual position (calculated against historical data) upon starting, a virtual execution representing the average price of this position will be injected into the real-time results to ensure that a trade pair can be created with the executions resulting from the closing of this position.

•Historical & Real-time - Generates performance data for both historical and real-time trade data.

•Historical - Generates performance data for historical data only."

https://ninjatrader.com/support/helpguides/nt8/index.html?strategies_tab.htm#HowToViewStrategyPerformance

Is this screenshot showing results from Historical, Real-time, or both? If this is historical-only, it could be the historical performance data which would include dates before the data was actually enabled.

Please let us know if you have any further questions.