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Strange issue with "Real time performance" screen

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    Strange issue with "Real time performance" screen

    I'm currently testing a strategy in NT and I've found an odd issue with the "Real time performance" screen.

    When live testing and backtesting a strategy, my results are pretty similar in the "Account Performance" screen and the strategy analyzer. However, when I go to the Strategy Performance>Real Time performance screen, I am shown completely different results. For example, in the real time performance screen:

    -There are no long trades. Every trade is categorized as a short trade.
    -The entries for trades are based off signals that aren't even entries. There are various trades that are opened by Profit Targets and Stop Losses. One trade is both open and closed by Profit Targets.
    -There are multiple trades open at certain points

    From what I can tell, the initial "Virtual Trade" messes up all the subsequent trades by changing the open position at the beginning of the day, and consequently affecting every trade placed afterwards. The virtual trade really should not have been there, as in the context of the system an order should not have been open when the Virtual Trade was open.

    Can anyone explain this to me? This problem disappears in every other strategy analysis part of NT, but I'm trying to gain a better understanding of what's occurring and how it's changing the results of my system.

    #2
    Real-time performance only shows you real-time trades. If you have only traded short in real-time you will only see that.

    Not sure what you mean by Profit Target entries. You will need to debug. Please use TraceOrders = true.

    If you have multiple trades at certain points you will need to debug.

    You need to understand the difference between a strategy position and an account position. Depending on your settings, your strategy will either wait till it gets flat before making a live trade or immediately start submitting live working orders.
    Josh P.NinjaTrader Customer Service

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