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Strategy Performance data 'refresh'

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    Strategy Performance data 'refresh'

    Still adapting to the new ways NT 8 works, and sometimes I miss NT 7.

    For example, when running a strategy in Market Replay I could click on generate, and check the performance quickly at that day/time while the strategy was still running.
    On NT 8 I need to right click the chart, click Strategy Performance, and Real-Time and open a new Strategy Performance window each time, a much more time consuming task when your strategy is running at 100x.

    For example, on NT 7 I could keep my Strategy Performance 'Trades' tab open, and click "Generate" to keep checking the trades being generated, at some point I could decide that I didn't want to continue the replay. I seem not to be able to do that (at least as effectively) on NT 8.

    Is there a way to have just 'one' Strategy Performance window open, and refresh the data as the Market Replay runs, similar to NT 7?? If not, can you make a refresh button or keep the Strategy Performance being updated as Market Replay runs?
    One of the things that makes me miss NT 7.

    Thanks!

    #2
    Control Center -> New -> Trade Performance has a generate.

    The ability to filter/limit by templates (which supposedly wasn't supposed to include strategies) was proven very bug ridden and unfixable in NT8 and removed around Beta 6. Now you only get all strategies grouped.

    But good point. I agree, Strategy Performance should have a generate and should work fine.

    Comment


      #3
      Hello ds1111,

      The behavior from NinjaTrader 7 to NinjaTrader 8 is basically the same. In NinjaTrader 7 there is a Generate button for the Account Performance, however, there is not a generate button for an individual strategy's performance window. This window would need to be closed and re-opened to update.

      Simularly, the Trade Performance window in NinjaTrader 8 has a Generate button, however, individual strategy's performance windows do not and must be closed and re-opened to update.

      I have submitted a feature request on your behalf to the NinjaTrader Development to consider adding a generate button to the Strategy Performance window.

      Once I have a tracking ID for this request, I will post in this thread for future reference.
      Chelsea B.NinjaTrader Customer Service

      Comment


        #4
        I tried to use the "Control Center -> New -> Trade Performance" to generate the trade performance and realized there is a BUG in the software when you try to get the results from the same day (which normally is what you want to do if you are running a live strategy).

        If you change the date from "6/20/2017 to 6/21/2017" to "6/21/2017 to 6/21/2017", again to show just the trades for "today"(6/21/2017) you get just the "Long" trades. I can not show any of the short trades (also there are discrepancies in values between the performance created in the right click of a chart and the one via the 'new Strategy Performance' of a chart). It seems that this feature wasn't tested properly at all.

        Thanks for fixing this as soon as possible, as of now I think the data I very unreliable.

        See pictures attached.
        Attached Files

        Comment


          #5
          Still another bug on the Strategy Performance window

          Besides the error in my previous post I found another one when using the Trade Performance window.

          When I try to use the filter on the Trade Performance window and select 'Playback101' and then I click 'Generate', both check boxes get selected again (Sim101 and Playback101). So, clicking 'Generate' seems to select all check boxes again, so I can't just keep the 'Playback101' selected when running a playback and clicking Generate again with just Playback101 trades.

          Please, add this fix to the next release. I recommend a full test of the Strategy Performance windows and tabs as it seems to have a lot of bugs.
          Thanks!

          PS: see pictures attached
          PS2: I'm using NT 8 v8.0.7.0 64 bit on Windows 10 Pro
          Attached Files

          Comment


            #6
            Hello ds1111,

            I've tested for this behavior where only long orders are showing in the trade performance window but I was not able to reproduce.

            Placing trades to enter short then opening a Trade Performance window, setting from and to to today's date, and clicking Generate:
            Free online storage and sharing with Screencast.com. 2 GB of storage and 2 GB of bandwidth per month for free. We won't compress, alter or take ownership of your content.


            Have I performed the steps to test this correctly?

            Regarding the Sim101 becoming rechecked after clicking Generate, I was able to reproduce this and I have reported the behavior to our development. Once I have more information I will post in this thread.
            Chelsea B.NinjaTrader Customer Service

            Comment


              #7
              In my case I had that happen when running a strategy on Market Replay.
              I will investigate further, as I haven't seen that behavior (just long trades showing) again.

              On another note, when running a strategy on Market Replay, once the strategy runs to the end time, I click generate, and I get the results of the Market Replay (which is correct). Now, on NT 7, I disabled the strategy, run the cursor back on Market Replay to the initial time (to run the strategy again), then I click Generate, and all fields of the Strategy Performance are initialized. This is not happening on NT8 (NT 8 keeps the last results instead of initializing). It would be easier if it behaved like NT 7. Again, not sure why a different behavior in something that worked perfectly on NT 7. Can you fix this also?

              Thanks!

              Comment


                #8
                I would argue against any previous open strategy performance run"resetting" back to 0 upon reset, unless it was an option.

                It is very nice to have it open with previous run and compare to new results on new run with modified strategy.

                Comment


                  #9
                  Hello ds1111,

                  I need to clarify which window you are wanting to change.

                  The Strategy Performance window in NinjaTrader 7 does not have a Generate button. This report is generated when you open the window.
                  Further this window is not reset when the Market Replay is rewound.

                  Are you referring to the Account Performance tab of the Control Center in NinjaTrader 7?

                  In NinjaTrader 8, the Strategy Performance also does not have a Generate button, are you referring to the Trades Performance window?
                  Chelsea B.NinjaTrader Customer Service

                  Comment

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