NT8B6 - Another Trade Performance issue...trades moved to No Template.

[sledge]

I haven't seen this one before.

Ran a Playback-MR over night.

Viewed results this morning, $44,000 on 2 strategies over 2 years (19k and 25k).

I'm playing around with the Trade Performance report - and had selected only the 2 strategies, and hit the generate button fast like 3x.. Well, I'm down to 41,000 combined. ?!!!

What has happened in this instance - is that the first 6 months of trading has moved to the "No Template" area for Strategy #2.

(Previously reported bugs follow) And oh - don't worry, I can't select both "No Template" and "Strategy #2" by themselves, as that shows $182k in profits. I do prefer No Template and Strategy 1 and 2, that's now $336k in profits.

This moving items to No template is definitely something I haven't seen before.

Closing that Trade Performance report and bringing up a new one doesn't help. When I go to "Trades ($)", Strategy is null (blank).

[sledge]

I think I can further this... IN NT8B7 - I disabled my strategies, and all the results moved to NO TEMPLATE.

At least my 3 other Zombie strategies that have been around a while - have disappeared. I was about to ask how to remove those...

[sledge]

And clicking multiple times on GENERATE - removed all results... *go figure*

[NinjaTrader_Brett]

Sledge,

Lets start over briefly on this with B7.

Are these NS strategies or ATM Strategies. Since NS strategies I expect that all your trades should be under 'No Template' if no ATM Strategy template was used.

I don't expect them to move around or anything like that and would absolutly be a bug.

So what is the sceanio:

You connect to playback and playback some time and place some 100 executions. You have executions 1-100 in the report all is well, you click generate again and you only have 1-50 executions now for example?

Thanks.

[sledge]

Sledge,

Lets start over briefly on this with B7.

Are these NS strategies or ATM Strategies. Since NS strategies I expect that all your trades should be under 'No Template' if no ATM Strategy template was used.

.

NS strategy. .. before in b6 and previously I could filter on that strategy name (I've run up to 7 different strategies at a time over 8 contracts in playback-mr).

Why was this done in B7? This is definite what I see happening in B7 in my other post. [ http://ninjatrader.com/support/forum...ad.php?t=80781 ]

This is a considerable step backwards and makes no sense if this is the way it's supposed to be. Makes everything less efficient as I'm limited to one strategy idea per replay?

[NinjaTrader_Brett]

Strategy name is not possible for filtering due to conceptual gaps which are unresolvable without major redesign. NinjaScript strategies were never expected to be displayed in the filter dialog of the Trade Performance window and can only be used with NinjaScript strategies therefor we removed it to be as expected.

Likely the issue you ran into is directly related to that conceptual hole why it wont work. I went into some more detail on that in another thread recently.

However you still should be able to get the data you need by ->

Start strategies on Playback.
Once done right click and go to 'Strategy Performance' on the strategy on the strategies grid.
Select 'Realtime'

This will work since we can accurately keep a strategy instance alive to track the executions vs the Trade Performance window which knows nothing about the strategy and just looks at 'executions' on an account.

[sledge]

I don't expect them to move around or anything like that and would absolutly be a bug.

So what is the sceanio:

You connect to playback and playback some time and place some 100 executions. You have executions 1-100 in the report all is well, you click generate again and you only have 1-50 executions now for example?

Thanks.

I ran 8 contract market replay in b6 with 1 strategy.

Es03-14 in trade performance report lost the strategy name at some point. (Initial trade performance report was correct).

I found it in the no template filter.

I only paid attention and saw this after edstaffin was mentioning he had trades show up in no template and not in his strategy.

But this looks like with no more separate strategy reporting, this should never happen again.

[sledge]

Strategy name is not possible for filtering due to conceptual gaps which are unresolvable without major redesign. NinjaScript strategies were never expected to be displayed in the filter dialog of the Trade Performance window and can only be used with NinjaScript strategies therefor we removed it to be as expected.

Likely the issue you ran into is directly related to that conceptual hole why it wont work. I went into some more detail on that in another thread recently.

However you still should be able to get the data you need by ->

Start strategies on Playback.
Once done right click and go to 'Strategy Performance' on the strategy on the strategies grid.
Select 'Realtime'

This will work since we can accurately keep a strategy instance alive to track the executions vs the Trade Performance window which knows nothing about the strategy and just looks at 'executions' on an account.

Try doing that 56 times. That's not cool.

[NinjaTrader_Brett]

I see, yea could see how looking at each result individually could be a little less convenient. In which case that's where the functionally falls off and I would need to take for feedback for future consideration to support that 'better'. Since there are multiple ways to skin the cat there. What your really doing here is 'playback' backtesting/optimization. In which case ideally this is built into the Strategy Analyzer and you could trigger it from there (Without having to have NT fully consumed doing playback testing).

Which is something we considered in the design phase of NT8 but did not implement for now.

[sledge]

I read an outside file in daily on each day in playback-mr, and if i remember i can't user strategy analyzer in that car. (Nt7 doesn't record this data from tda as previously reported a few years ago so i had to record it myself).

Well the machines are more than fast enough to handle this now with nt8...6 hours for playback-mr over 2 years.

I have tested in playback-mr and found some good ideas.

http://ninjatrader.com/support/forum/showpost.php?p=439063&postcount=75

[sledge]

Which is something we considered in the design phase of NT8 but did not implement for now.

Can we get strategy name back in a new column or something for executions and trades in B8?

That way I can export that and just do my own reporting in Excel or open office.

I

[NinjaTrader_Brett]

In trades display there is a strategy column which should stamp. Let me know if isn't sufficient.