1/2 hour strategy performance

[gg80108]

These are the time parms in my strategy, I expected to see two lines in the performance by 1/2 hour,, but there is 4 line with 4 totals?? How do I figure out the PNL for just these two half hour periods.. txs


mySessionBegin = 093000;
mySessionEnd = 095500;
mySessionBegin2 = 120000;
mySessionEnd2 = 123000;

[NinjaTrader_Brett]

Hello,

Thank you for your forum post.

Try By Hour, does this give you the results your looking for?

The Half or by day doesnt refer to the Session template. It only shows data by half hour incremenets for the data and execution times that are stored in the database.

Let me know if I can be of further assistance.

[gg80108]

Can u put in a request to make this feature more usable,, why waste development time on something no one understands or could use.. Needless to say its still clear as mud......
This should contain only two lines with the two half hours periods,, not 4..

Still get 4 entries on an hour setting, looks the same as the 1/2 hour

[NinjaTrader_Brett]

Hello,

Heres how it works.


You have execution data and have made trades at 12:00 1:00 1:15 and 1:17.

With half hour by day sorting this will sort the data by half hours.

The trades at 12:00 will be in its own row

The trades at 1:00 will be in its own row

The trades at 1:15 and 1:17 will be in there own row since there in the same half hour.



This only relates to the execution data to generate the report and does not factor in the chart or the session start and end times.


Let me know if I can be of further assistance.

[gg80108]

So are we talking about the entry times or exit times? also my parms appear to all be in the same 1/2, so why 4 lines?

[NinjaTrader_Brett]

Can you please take a screenshot of your trades for today, all tradaes un filered and insure the start and exit times are visable.

I look forward to assisting you further.

[gg80108]

i'll attach more info when I get a chance,,,, This is a great feature but right now I have 0 confidence that it is worth while and not double counting or something..let face it would u bet u cash on this stat right now?

[NinjaTrader_Brett]

Hello,

I would need to look at your original trade information and tally up the trades to see if this is correct or not. I cannot make any calls until I see the source data that this is generated from and we can go from there.

Thank You.

[gg80108]

These are the time parms in my strategy.. I sent the xls files of trades to support, since doesn't seem like this page will not let me attach them

mySessionBegin = 093000; // Sets time strategy will begin trading
mySessionEnd = 100000; // Sets time strategy will stop trading. Open positions will
mySessionBegin2 = 113000; // Sets time strategy will begin trading
mySessionEnd2 = 130000;
mySessionBegin3 = 153000; // Sets time strategy will begin trading
mySessionEnd3 = 155959;

[NinjaTrader_Brett]

Hello,

Thank you for sending this in I am looking into what you sent in and will get back to you shortly.

I look forward to assisting you further.

[gg80108]

txs taking a look my self,,, I'm only trading 2 contracts max,, so those 1 entries and 2 entries at the same time stamp looks like 3 contracts??? Enclosed is a picture of one of the trades.
2 min chart

[NinjaTrader_Brett]

Hello,

The 1L then 2L entries are just you account position. Since your strategy is seperating out the profit targets into there own group these each have there own line.

Also, It is the exit time that is counted for the Periods window, this would explain the reason for the displayed times.

As some trades are not exited until after the Session End Time.

Let me know if I can be of further assistance.