Simulated Trade Enigma

[waza1960]

I have had some automated Strategies in simulation for 4 weeks everything seemed ok except for the following 2 trades both of these strategies had a stop of 90 pips and profit target of 100 pips but they have both exceeded this(see screenshot).The first strategy did have exit on close to true
whereas all my strategies are and should be set on exit on close false.
The trades don't show when I go into Strategy performance but they show on the Account performance report . Would these trades have triggered if I was trading live. I must try and get to the bottom of this as I intend to trade live within the next week. Do I need to send the trace file? Thanks

[NinjaTrader_Bertrand]

waza1960, unfortunately the screen shot did not come through - could you please reattach? If it's to big for posting, please contact us via Help > Mail to Support in NinjaTrader, you could attach your screen shot then there as well.

[waza1960]

Heres the attachment hope this helps please advise

[NinjaTrader_Bertrand]

Unfortunately the issue is not clear to me yet - how do you startup your strategies for trading apart from the ExitOnClose option setting? Are you sure you're in full sync strategy / account position wise?

http://www.ninjatrader-support.com/HelpGuideV6/StrategyPositionVsAccountPosition.html

[waza1960]

The Strategies and Account were out of Sync which explains the first trade perfectly confirmed by the dates,many thanks for clearing this up.


The second trade though seems like a normal trade except it has gone past its profit target by 400pips (see screenshot,notice 4:00pm bar is missing which was the bar the trade was entered on) is this possibly because of the volatility or the Gap ?
This strategy did have a trade that could have triggered historically and hence was probably out of sync however it exited on a date close to the Strategy start time and the following trade although the reverse of the previous one (consistant with being out of sync) was some weeks away.
Wouldn't the exit date of the out of sync trade and the entry date of the following trade which was triggered by the first be similar, which is what I found occurred in the first instance?

[NinjaTrader_Bertrand]

waza1960, if the first trade was already out of sync, it's very likely the missync influenced the trade after this one, too as you would carry it forward if you don't reconcile with a manual order then to adjust it. If you send me your trace and logs via Help > Mail to Support and include the time range of the signals executed via the strategy I could investigate closer for you.

[waza1960]

Look thats ok I reckon your right so I will leave it at that many thanks for your help its a relief to get this sorted and understand sync and out of sync before I go live

[NinjaTrader_Bertrand]

You're welcome, yes this is an important part of strategy trading to understand - you could also start up in WaitUntilFlat, then the strategy would take the first freshly generated entry in realtime.

http://www.ninjatrader-support.com/HelpGuideV6/StrategiesTab.html