Grouping Trades in Trade Performance

[trumpy]

Hi,

Is there a way to group trades together in the Trades report within Trade Performance instead of showing each contract as a separate trade number. For instance I enter All in with my strategy and scale out. If I buy two contracts and then sell two using an ATM strategy it has them showing up as 2 separate trades. For my trade journal I would rather they just show up as one with an Avg entry and exit price.

Is this possible? I thought NT7 did it this way but maybe I'm wrong?

Thanks,

Scott

[NinjaTrader_DrewO]

Hello trumpy,

Thanks for posting.

NinjaTrader 7 did have the option to group all trades by an ATM strategy, but this was removed in NinjaTrader 8. Instead, I recommend clicking the funnel icon next to "Generate" to display the Advanced options. From here, you can elect to generate trade reports by instrument, account, or ATM strategy. More information at the below link:

https://ninjatrader.com/support/helpGuides/nt8/en-us/time__sales.htm

[tmurray]

Why would you remove a simple function like grouping trades? I've just upgraded to NT8 from 7 but with out the grouping function I might go back to NT7. Is there plans to add to NT8?

[NinjaTrader_PatrickG]

We are always open to improving NinjaTrader based on user demand. I'll be happy to submit a feature request to return the 'Group trades by ATM strategy' option to trade reports in NinjaTrader 8. I'll update this post with a tracking number when I receive it. EDIT: the tracking number is SFT-1490.

With that said, no end date for support of NinjaTrader 7 has been scheduled. This will be dynamic based on client usage and connection technology API support. For comparison, NinjaTrader 6.5 was supported for an additional 5 years following the release of NinjaTrader 7. More information can be found here:

http://ninjatrader.com/NinjaTrader-8-FAQ#!NinjaTrader-8_FAQ_GetStarted

[Trader2020]

Ninjatrader Support:

I just upgraded from NT 7 to NT 8 and really like NT8 - great job! ... but like Trumpy I am shocked that the performance report does not group trades properly by entry point, but instead breaks out trades by individual contracts. NT 7 had this almost perfect. If I made 5 trades all in and scaled out, my performance report would track 5 trades in the Trades window and Summary window - perfect. Now the NT 8 performance report shows 22 trades. At least you should make the NT 7 method a select-able option in NT 8.

I can't see what possible use there is for the way the NT 8 displays "Trades" in the performance report. The Trades section of the Performance Report and its carryover into the "Summary Report" is critical to me in evaluating my day.

Please explain what possible use there is for breaking up 5 trades into 22 individual contracts in the "Trades" window and then again reporting in the Summary window 22 trades as opposed to 5 trades.

I ask this issue be reported as a bug and not an enhancement and given high priority.

Thanks for your help on this matter. All the Best!

Trumpy said for reference:

...
group trades together in the Trades report within Trade Performance instead of showing each contract as a separate trade number. For instance I enter All in with my strategy and scale out. If I buy two contracts and then sell two using an ATM strategy it has them showing up as 2 separate trades. For my trade journal I would rather they just show up as one with an Avg entry and exit price.

[NinjaTrader_PatrickG]

Thanks for the feedback! I'm glad you're satisfied with NinjaTrader 8 for the most part.

As with many of the changes and improvements made to NinjaTrader 8, this change was primarily based on user feedback. We received overwhelmingly negative feedback about this feature from NinjaTrader 7 users. Also, there were times in which the setting could give unexpected results if, for example, you executed a combination of ATM trades and manual trades.

A 'bug' would be defined as something which is unexpected. This is not a bug because it is not unexpected. NinjaTrader 8 is working as expected because this feature does not exist as it did in NinjaTrader 7.

I'll add you vote to this feature request.

[Trader2020]

Thanks for the detailed reply Patrick.

I can totally see why many would not want the NT 7 "trade" method of grouping trades by entry - there are many situations where the grouping would be wrong and confusing. But for simple All in All Out or All in Scale Out of one instrument - the NT7 reporting worked great. My suggestion is to not put me down as a vote to go back to NT 7 reporting method for Trades, but rather make the NT 7 method of reporting Trades a user select-able option. You already have the code written. Then everyone is happy.

NT 8 is fantastic. Couldn't be happier with the job done on this product.

Thanks again for getting back to me.

All the Best

[brucerobinson]

Please add my vote for this per OP's description i.e. make it work correctly (particularly 'manually scaling both IN and out of an ATM strategy entry' which is what most Users I've seen comment on NT7 implementation) and make the Option User selectable.

That Users would be overwhelmingly negative and want a feature that they could ignore removed, especially if it worked correctly and they had the option to ignore doesn't seem plausible so would look to another explanation.

From User feedback around the interweb the feedback is not that Users overwhelmingly don't want it, it is they want it but want it to work.

What is worse, is that trades are listed most recent at the bottom and require a mouse click after every 'Generate' to get most recent to display at the top.
The other features operate correctly - i.e. most recent at the top by Default.
Coders responsible should be imprisoned without haste

[NinjaTrader_PatrickG]

Thanks for the feedback, brucerobinson. I've added your vote to SFT-1490.

[alberto25]

Grouping Trades in Trade Performance

Like the others in this thread I totally agree that NT8 should have this feature available as a client option. It's vitally important for me to have this way of breaking down my trades to properly evaluate my trade performance.

[NinjaTrader_PatrickG]

I added your vote to SFT-1490, alberto25

[xevanchan]

Add me to the recommendation too- the stats are completely inaccurate when not grouped- sometimes it registers a 2 contract trade as 2 individuals, and sometimes it registers them as 1 single trade. When this happens, the trades considered to be 2 individual trades are weighed twice as much as the other "single" trades. This renders the TPR almost useless and I usually end up doing my own data.

[NinjaTrader_ChrisSch]

I added your vote to SFT-1490, xevanchan.

[sledge]

Please add my vote for this per OP's description i.e. make it work correctly (particularly 'manually scaling both IN and out of an ATM strategy entry' which is what most Users I've seen comment on NT7 implementation) and make the Option User selectable.

That Users would be overwhelmingly negative and want a feature that they could ignore removed, especially if it worked correctly and they had the option to ignore doesn't seem plausible so would look to another explanation.

From User feedback around the interweb the feedback is not that Users overwhelmingly don't want it, it is they want it but want it to

It didn't work. Totally broken. Best answer I got was look for fix in NT9.

https://ninjatrader.com/support/forum/forum/historical-beta-archive/version-8-beta/76727-account-data-template-options?p=694095#post694095

[Johnny]

Bump. And vote.