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NT8B5- Trade Performance- incorrect results

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    NT8B5- Trade Performance- incorrect results

    Control Center->New->Trade Performance

    It starts cross multiplying or cartesianing.

    It works initially - but then it will start going crazy.

    Trades from my strategy show up in Executions multiple # of times.

    When I select Playback and my broker, and No Template with a strategy - I'm at $181,537 profit.

    When you go to Executions ($), sort by TIME.. Will show the multiple trades from my strategy in Playback.
    Attached Files

    #2
    Originally posted by sledge View Post
    When I select Playback and my broker, and No Template with a strategy - I'm at $181,537 profit.
    Man,

    Keep that strategy!

    Comment


      #3
      Hello sledge,

      Thank you for your post.

      Does this start to occur over time just running the one strategy?

      Does it matter if you are running Playback or your brokerage connection? Are you running Playback and the your brokerage connection or vice versa and keeping the Trade Performance window up the whole time?

      Are there any steps we can take to reproduce? Or is just running a strategy over a period of time and generating a report enough?

      Thank you for your reporting this to us and for your assistance.

      Comment


        #4
        Originally posted by NinjaTrader_PatrickH View Post
        Hello sledge,

        Thank you for your post.

        Does this start to occur over time just running the one strategy?

        Does it matter if you are running Playback or your brokerage connection? Are you running Playback and the your brokerage connection or vice versa and keeping the Trade Performance window up the whole time?

        Are there any steps we can take to reproduce? Or is just running a strategy over a period of time and generating a report enough?

        Thank you for your reporting this to us and for your assistance.
        I had 2 separate strategy runs from before. Have only run playback-mr. No live in nt8. The live is only there from import from nt7.

        Last night on restart, i went directly to it before anything else. It looked correct, but starting to change options with the filter and it got out of whack.

        Comment


          #5
          Originally posted by NinjaTrader_PatrickH View Post
          Hello sledge,

          Are there any steps we can take to reproduce? Or is just running a strategy over a period of time and generating a report enough?

          Thank you for your reporting this to us and for your assistance.
          Did some more testing tonight on NT8 B3 on another machine I haven't upgraded yet and figured out how to reproduce.

          Here's how to do it:

          Run strategy 1 in Workspace #1. Close it when running Playback for the next step. You may exit and restart NT as you wish. (The strategy stays with that workspace, don't remove it).
          Run strategy 2 in Workspace #2 for the same time period.

          That's how I got 3 "templates" (no template, and the 2 strategies).

          Go into trade performance and generate for each of templates then all then remove one, shouldn't take but a few times before you start seeing those odd #s.

          Comment


            #6
            Hello sledge,

            I do not believe I am following your instructions properly. Would you mind providing a video of the process?

            Comment


              #7
              Originally posted by NinjaTrader_PatrickH View Post
              Hello sledge,

              I do not believe I am following your instructions properly. Would you mind providing a video of the process?
              Took some clicking around tonight to reproduce.

              Here you can see a trade execution duplicated many times.

              You have playback101, sim101, and a brokerage account on the left side?

              Tonight - it was sometimes working - but it might have been an extra click on "GENERATE" that throws it off. (double click?)

              sim101 trades where from jan/feb 2014. outside of date range.
              I also exited and restarted NT and went straight into trade performance.
              Attached Files
              Last edited by sledge; 09-29-2015, 08:48 PM. Reason: wrong attachment, sim101

              Comment


                #8
                Hello sledge,

                Thank you for your patience and for the additional information. I am going to investigate this further and I will update this post when I have more information.
                Michael M.NinjaTrader Quality Assurance

                Comment


                  #9
                  Hello sledge,

                  I have tried recreating this multiple ways including the steps you provided and I have not been successful so far. Is there anyway you could create a video illustrating your exact steps so we can investigate further?

                  TechSmith offers a free program called Jing which can be used to record your desktop and easily upload it to the internet. The program can be downloaded from their website here: https://www.techsmith.com/jing-features.html

                  Any further information you could provide on this would be very helpful.

                  Thank you in advance.
                  Michael M.NinjaTrader Quality Assurance

                  Comment


                    #10
                    I could not do it tonight, so I opened Playback -market replay, and ran 3 strategies for ES 09-15 from 09-08-2015 to 09-09-2015 and each one put up some trades as shown below for -$950.

                    I couldn't figure it out, so I exited NT8 and reentered and looked at my image again.

                    Then I was able to hit it out of the park again and duplicate the issue.

                    I did a generate and verified my stats.

                    I expanded the filter.

                    I turned off 1 strategy and generate. Results looked fine. (BUT REALLY WERE NOT. It was ALREADY 3x at this point.).

                    I turned back on the 1 strategy, and turned off another. Results were impossible.

                    Looking at executions things were duplicated beyond belief.

                    Maybe it is the template side and having playback 101/sim 101/account results on the left side isn't the issue.

                    Selecting everything returns the expected results (-$950). Playing with the template side produces consistently wrong results.


                    So try that - run 3 different strategies for a week, bring up trade performance, and start uncheck each 1 at a time and it should go haywire.
                    Attached Files

                    Comment


                      #11
                      NT8 B6 has it still...

                      NT8 B6 has it still...

                      Thanks to the power of NT8 multiplication in the 3rd column during a Playback-MR, I'm very rich now.
                      Attached Files

                      Comment


                        #12

                        Comment


                          #13
                          Also..

                          When things go bad, the dates are ignored.

                          So no one else has run 2-3 strategies and reproduced this in Playback-MR?
                          Attached Files

                          Comment


                            #14
                            I took the SamplaMACrossover and renamed it to 2 and 3.

                            SO I started my replay in ES09-15 on 9/9/2015.

                            3 minute chart to go easy on the computer.

                            You can see that because there are 2 contracts in the period, we are multiplied by 2.

                            Everything is duplicated.

                            If I turn off ES12-15, I only get 1 execution and smaller $ results.
                            Attached Files

                            Comment


                              #15
                              Hello sledge,

                              We are still trying to re-create this on our end.

                              Can you send us your database so we may test further on our end?

                              You can find the database under (My) Documents\NinjaTrader 8\db\ -> the file will be named NinjaTrader.
                              Please send to platformsupport[at]ninjatrader[dot]com with this thread in the subject line: 'http://ninjatrader.com/support/forum/showthread.php?t=78479'

                              Comment

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