I'm finding myself extremely frustrated trying to pull any meaningful strategy performance results. Whether it be from a trade performance report, or even directly from the individual strategy performance report itself!
Over the past several months I've developed several strategies. I've spent days/weeks back testing, optimizing, and tweaking code to finally having these ready to test out in real time. For the past several weeks I have been running my strats on the sim account to attempt to prove out that my real time results and expectations compare to those that I have optimized and back tested too. In order to determine this, I need to be able to obtain some type of meaningful real time results and reporting. NT purports to provide this in several forms, but honestly this seems to be woefully (and frustratingly) lacking.
Issue 1:
When I'm running my strats, I would periodically wander over to the strategies tab in the control center to get a quick take on what's happening. The only problem is that the realized column ALWAYS shows 0. In fact, I have never seen anything other than 0 except for one occasion and I have been unable to reproduce that.
Issue 2:
So, I tried a different approach. I right click on a strat and choose strategy performance, I get only the last day's trading if I'm lucky. This is in spite of the fact that I have had nt running for a week and never shut down and had trades each day. I would have expected to get results for as far back as there is data for. Or, at least, for a specified time frame (the current date doesn't cut it).
Issue 3:
Next up, the New/Trade Performance form/report. It's a train wreck. The only way I can get data to show half the time is to choose "No template" along with my strat. And when I choose that and show trades, I get data for my strat, but I also get data that has nothing listed in the strategy column. This is strange as the ONLY trades taken were via a strat. I suspect these trades are from my strat, but can't confirm or deny this. This form, as it sits, is unreliable at best and just plain wrong at worst.
Somehow I need to test and prove out these strategies that I've spent months developing, but due to the issues discussed with reporting, I seem to be blocked at every turn by NT. How am I supposed to get meaningful data from NT? At this point I'd be better off going back to Excel spreadsheets to track my strat performance. At least then I could make sense of the data.
I could sure use some guidance.
Thanks ... Ed
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