Understand Strategy Performance

[turbofib]

hi,,i see Trades :

https://gyazo.com/7e277474c08ae790848594d88c84fe2a

but the trade n.2 don't correspond to trade in chart ..(see pics ..)

https://gyazo.com/15de95eda74c972904188301714f1ed2

in chart in the trade n.2 i entry in 9543 and exit in 10335..

But in Strategy Performance i see trade entry in 9543 but exit 9716..

why?

This is my properties..if you need..

https://gyazo.com/a7fd713743d78aeb731a0fb24b1e3447

[NinjaTrader_PatrickH]

Hello turbofib,

Thank you for your patience.

When viewing the Strategy Performance are you selecting Real-Time or Historical?

[turbofib]

historical

[NinjaTrader_PatrickH]

Hello turbofib,

Thank you for your response.

Historical is like a backtest in that it is just showing hypothetical trades over the historical data. It is not truly what your strategy did. You would want to view the Real-time Strategy Performance for the actual trades that occurred.

[turbofib]

i don't understand it

i test it in backtesting..

i load chart when the market is close and i test strategy

i don't undestand why is different...

[koganam]

i don't understand it

i test it in backtesting..

i load chart when the market is close and i test strategy

i don't undestand why is different...

It is different because a BackTest is not the same as RealTime. The very nice free manul explains it as part of the product documentation.

ref: http://ninjatrader.com/support/helpG...htsub=backtest

[turbofib]

i read it..ok
but i don't undestand the difference between signal on chart and signal on table..

The table describe the result of signal chart...

the result signal chart is correct...the result on table is not correct

signal of my strategy:

long 9543

exit 10335

Why on table i see it exit 9716?

(chart is correct...it's exit on 10335)

i've setting Exit on session close =false;

[NinjaTrader_PatrickH]

Hello turbofib,

Thank you for your response.

Can you provide a screenshot of the Real-time Performance and the Historical Performance windows for the strategy showing the same trade you are detailing?
Please provide the Trades tab screenshot for both Performance windows.

[turbofib]

in #1 I had exposed all,
however i repeat it .. see pics

(pic 1 it's the same quote of pic2 )

in pic2 i see graph of trade.....
i'm interesting in trade Long 9543 (1) and Exit 10335(2)

under i see Strategy performance ...2 , 3 and 4 i see that trade

in chart i entry in 9543 and exit 10335...but in strategy performance in the same trade
in strategy performace look trade n.2 -3 -4

Is different..
He comes out to make a trade in the middle
(I test in Historic mode..not realtime)

[NinjaTrader_PatrickH]

Thank you, turbofib.

As you explained you already provided that. I am looking to compare and explain the difference between real-time and historical executions and how they are displayed on the chart.

Historical performance shows trades that would have happened based on closed historical bars. There are no intra-bar calculations (it's pretty much a backtest) and this is not a representation of actual trades on the account from the strategy.
Real-time performance shows trades that were actually placed on the account from the strategy.
So it's important here to know which performance you are trying to compare to the chart, so please provide a screenshot of the Historical Performance for the strategy and the Real-time Performance for the strategy. Or you could advise which it is that you are showing in your screenshots.

The chart displays both real-time and historical trades, which can be confusing at first. If we have real-time trades from the strategy they would show in real-time on the chart. However, a reload of historical data or disable and then enable of the strategy would result in showing the historical trades plotted on the historical data.

I recommend referring to the Real-time Performance for your actual performance and using the Strategy Analyzer to backtest over historical data.

[turbofib]

...
look my code strategy:

	protected override void OnBarUpdate()
		{
           main.Update();
            if (main.Mp.Count_Conferma ==0 )
                return;

            if (main.Mp.StoAggiungendoSegnaleConfermato)
            {
                if (main.Mp.TargetSchieraConfermati.Last().upDown)
                {
                           string stringLongSignal = "L" + CurrentBar.ToString();
                    EnterLong(1, stringLongSignal);
                    SetStopLoss(stringLongSignal,CalculationMode.Price, main.Mp.TargetSchieraConfermati.Last().StopFc,true);
                    SetProfitTarget(stringLongSignal,CalculationMode.Price, main.Mp.TargetSchieraConfermati.Last().TpFinale);

                }
                else 
                {
                    string stringShortSignal = "S" + CurrentBar.ToString();
                    EnterShort(1, stringShortSignal);
                    SetStopLoss(stringShortSignal,CalculationMode.Price, main.Mp.TargetSchieraConfermati.Last().StopFc,true);
                    SetProfitTarget(stringShortSignal,CalculationMode.Price, main.Mp.TargetSchieraConfermati.Last().TpFinale);

                }
            }          
        }

it's not intrabar...

if my signal is setting:
Long 9543 (1) and Exit 10335

why it comes out and falls in the middle when there is another trade?

sorry but i don't understand it...

You say " However, a reload of historical data or disable and then enable of the strategy would result in showing the historical trades plotted on the historical data.
"..

i do it...but the problem is the same...

[NinjaTrader_PatrickH]

Hello turbofib,

Thank you for your response.

Can you expand the columns for the Entry and Exit Times in your Performance window and provide a screenshot of these again?
Does the Exit on July 4th match the time of the Entry on July 4th?

[turbofib]

Look the pics ...
see letter A and B...

[NinjaTrader_PatrickH]

Thank you, turbofib.

I will look into this further on my end.

[NinjaTrader_PatrickH]

Hello turbofib,

Thank you for your patience.

As I test this on my end to find the cause behind these execution and plot times I will need to know your PC's TimeZone.