Account Performance, Trades Tab

[Vegas Golf Pro]

I am practicing with NT some strategies using a sim account and simulated data feed. I executed several trades yesterday and I am confused by the displaying of these executed trades in the Account Performance, Trades Tab. According to my parameters the trades look correct under the Executions Tab in Control Center. However, when I select Account Performance, Trades Tab and then Generate, the prices don't match up in Entry Price and Exit Price as well as the Profit amount. Upon closer inspection I see that the Exit Price of one trade appears to be the entry price and the Entry Price of the next immediate trade is the actual exit price of the trade. Why is this occurring?

[NinjaTrader_Tim]

Hi Vegas Golf Pro,

Thank you for your post.

Can you please send me with jpeg screenshots so that I can test this on my end?

To send a screenshot press Alt (sometimes Fn key) + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

Include the tabs/grids you are viewing and an explanation of where you see the discrepancies.

[Vegas Golf Pro]

Executions

Okay here is the executions page.

[NinjaTrader_Tim]

Hi Vegas Golf Pro,

I apologize for the confusion, but I will need more information than that.

Provide images of all the screens you are comparing, and specify what lines you are comparing within the images.

[Vegas Golf Pro]

I keep getting an Upload File Failed msg on the page you need to see. I will keep trying because it is 1000 x 750 and should fit your parameters.

[Vegas Golf Pro]

Here is the trades page

Okay it finally uploaded.
FYI, the strategy I am trying is simple and is as follows: if MACD Avg at present is > MACD Avg of 5 bars ago then go Long 2 contracts w/ 3 tick profit target and 10 tick stop loss. Or if MACD Avg at present is < MACD Avg of 5 bars ago then go Short 2 contracts w/ 3 tick profit target and 10 tick stop loss.

If you compare the Executions image each trade looks correct according to my strategy parameters. But, when you look at the Trades image the numbers in the Exit Price column are the entry points on the Execution image and the next trade Entry Price is the exit on the Execution image.

[NinjaTrader_Tim]

Hi Vegas Golf Pro,

Is there specific transaction you are referring to, as I do not see any lines that show the behavior you mentioned.

[Vegas Golf Pro]

Clarification

Ok, here are the images together. Look at the time stamps. I will start at the bottom of the Executions image. Entry was at 4:13:00 @ 1262.75 while exit was at 4:13:06 @ 1263.50, a profit target of 3 ticks (exactly as my parameters were set). If you continue up that list the trades are all correct: Entry at 4:14:00 @ 1267.75 and exit at 4:14:13 @ 1268.50 (3 tick profit target), next entry at 4:15:00 @ 1270.25 and exit at 4:16:49 @ 1267.50 (11 tick loss, had stop loss target at 10 so I understand some slippage), and so on. As you see the next several trades all entered and exited with a 3 tick profit.

Now when you look at the Acct Performance, Trades image and compare those same trades the times do not match up correctly. Starting with the first example from above: The trade with entry time 4:13:00 @ 1262.75 has an exit time of 4:14:13 @ 1268.50, while the actual exit was at 4:13:06 @ 1263.50. That exit time is shown as the exit time of the previous trade located below the trade that has entry at 4:13:00. And every trade going upward on the list is incorrectly displayed this way. This is as clear as I can explain it so please help me understand why it is displayed this way.

[NinjaTrader_Tim]

Hi Vegas Golf Pro,

NinjaTrader has to make assumptions on the grouping of trades based on the entry and exit position sizing, in comparison to the overall account position.

For example, at 4:14:06, after the sale of 2 contracts, you are still 2L overall. NinjaTrader assumes this is the closure of contracts that were bought at 04:12:00, the earliest time available after being flat. NinjaTrader has no way of knowing which contracts you assume it is closing (either the ones bought more recently, or the ones bought earlier).

If you look at the execution and 04:30:00, it is the first time you are flat overall. The next execution at 04:32:57, put you long 2 contracts, which exits at 04:33:00, which is reported in such a way that is what you expect in the trade tab.