Flatten everything orders not counting towards "real time" Strategy performance

[masafi]

Hi,

having open positions with real time Strategies in sim account running - I noticed that when I click Flatten everything that these closing orders do not count towards Strategy Performance "real time" !
Is it supposed to be that way?! It looks like a bug, since the real time performance does not reflect the truth anymore after manually flatten everything command. After restarting a strategy this leads to inconsistency since a certain position is assumed which is not true. (even when you have enabled "wait until flat before executing live" - sinced we are supposed to be flat after flatten everything)

the closing trades from "Flatten everything" DO show up under the tab Account Performance and they count towards account performance there (and only there).

[NinjaTrader_Josh]

masafi,

Strategy performance only takes into account actions taken by the strategy itself. It does not account for anything done manually, like Flatten Everything.

[LG]

This seems to be the case according to what I see on my screen today.
Please correct me if I am wrong:

1. The P&L total in the SuperDom shows the net result of ALL trades that took place today.

2. The Account Performance window in Control Center shows all trades that took place today ONLY IF I un-check "Group trades by ATM Strategy."

3. If I leave the box checked, then AcctPerf window in CC shows NinjaScript Strategy trades, plus trades taken manually through SuperDom using an ATM strategy, but DOES NOT SHOW a manual exit from a position that was entered via a NinjaScript Strategy.

Edit: I guess it would help if prior post defined what he means by "Strategy Performance" and what is "Real-time Performance."

Edit again: Might be a good idea to clarify this whenever the Help Guide is written.

[masafi]

@Josh

I understand the intention, but in reality this leads to a mess with the strategies if you start the same strategy on the same intrument later on.

Normally Historical trades differ slightly from real-time simulated trades - which are saved and taken into account correctly - "Flatten everything" should be taken into account as well as a "real-time" trade to avoid inconsistencies when restarting strategies!! Flatten everything is a "real-time" Exit trade with consequences to strategy and position - since the strategies do stop afterwards! (it is compareable to e.g. exit on close - close is not part of the strategy, but still it is taken into account for strategy position and strategy performance) It can happen that there is a sudden need to close positions manually - and restart afterwards.

There should be at least an option under strategies / Ninjascript to chose wether to consider the "Flatten everything" command into strategy position.
Maybe you can put in on the features list for future consideration?

[NinjaTrader_Josh]

masafi,

ExitOnClose is part of the strategy. It is not a manual trade taken. FlattenEverything is a manual action taken. I can see why you may want this though.

Thank you for the suggestion. I have added it to our feedback list.