Account Performance Tab

[heyligerb]

Guys...

I have been testing a system by executing the trades in a SIM account using an ATM strategy. Now, when I check the account performance I'm confused as hell.

When I run the performance generator I get two entirely different outcomes, one a large win, and the other a small loss. All based on whether I select "Group trades by ATM strategy."

Why is this? And how am I supposed to be able to tell if it's making or losing money? It appears to me to either not be functioning properly, or I don't properly understand how

Also, when I ran the performance wizard, I was testing only one account, one instrument, and only one ATM strategy, so as to eliminate any other confusion.

I'm baffled....

See attached.

Thanks,

Brian

[NinjaTrader_VinceB]

Brian,

Have you set up your commissions as well?

If not, please follow the instructions from below. Then execute a on order in Sim mode, restart the software and generate a report for just today. See if it calculates correctly.

The commission will only be included for orders that have been submitted after the commission set up.


Commission can be included in your PnL calculations provided you have correctly configured NinjaTrader. Commission values can be defined for each connectivity provider per instrument and per instrument type.
Commission values are used in the following order:

• From the instrument if a commission value has been defined else
• From the instrument type if a commission value has been defined else
• No value is used since none have been defined

Please follow the instructions below to define commission values per instrument type:

• From within the NinjaTrader Control Center window select the menu Tools > Options
• Select the tab "Commission"
• Click here for details on defining a commission values

Please follow the instructions below to define commission values per instrument:

• From within the NinjaTrader Control Center window select the menu Tools > Instrument Manager
• Double click on the instrument you wish to add a commission value for
• Click on the "Misc" tab
• Click here for details on defining a commission values

Critical: Ensure that 'Apply commission to PnL calculations' is enabled under Tools > Options > General tab.

[heyligerb]

Yes... I have commissions applied. You should be able to see that in the performance report I attached.

I did as you recommended. And for today it appears to work as expected. Why does it not work for the past?

[NinjaTrader_VinceB]

Hi,

It could be you missed a setting. Keep monitoring for the next few days and let me know if you run into any new issues.

[heyligerb]

Maybe I'm not being clear... I've changed nothing since I've posted this...

I've had the same commissions defined for over six months.

Beyond that, I don't see how this can have anything to do with commisoins. If you look at the attachement I've attched to this post, you'll see that either way I run the report, with or without the "Group ATM" checked, the commission are the exact same - as they should be. The items that change are the profits and losses.

What you're telling me to do, is to keep doing the same thing I've been doing, which is not working.

[NinjaTrader_VinceB]

I think I can not follow and would like to take off forum so we can schedule a call and you can explain over the phone.

Can you send a note to support at ninjatrader dot com and refer to this post. Include your phone number as well and we will schedule a call.

[heyligerb]

Okay... I've identified the issue... because it just happened to me today. I believe what is happening is when you enter a trade using an ATM strategy, but you use the "Close" button as a panic exit, this causes reporting problems.

This happened to me today b/c the market moved faster than my data feed, and I wanted to get out of the position as quickly as possible b/c well... I didn't know if I was winning or losing.

After which I went performance tab and ran a report on that trade today. When I ran the report both with the "Group trades by ATM strategy" off and on, I get two different Net Profit results - one a net loser and one a net winner. Here is where my confusion is!

Clearly - I would hope - this is not the intended action by NinjaTrader. At least it isn't for me. I understand there may be difficultly in tracking the change from limit to market orders, but it should still know I'm closing out the active ATM strategy.

Brian

[heyligerb]

I think this issue was realted to operting NinjaTrader in a Virtual Machine. I cannot reproduce it outside of a VM...
FYI