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Closes position on EnterLong() execution

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    Closes position on EnterLong() execution

    On real time, this system closed a short position (on 9/23 16:45) on EnterLong() execution. Since then, trades seem to be displaced, trades begin on ExitLong/Short() and end on EnterLong/Short() (see trade on 9/26 11:45 - 9/26 12:30).(see attached image)
    Could anyone explain it, please?
    Thank you.
    The system contains something like:
    EnterLong(0,1,"Compra")
    EnterShort(0,1,"Venta")
    ExitLong(0,1,"Cierro compra","Compra")
    ExitShort(0,1,"Cierro venta","Venta")
    Attached Files

    #2
    Hello NoName,

    Welcome to the NinjaTrader forum! Unfortunately real time performance does not pair trades according to the signal names used in a strategy. All trades are paired with FIFO, even if they originate from an automated strategy.
    Ryan M.NinjaTrader Customer Service

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      #3
      So realized PnL on strategies tab is different from real time performance by clicking right button Performance -> Realtime?

      Comment


        #4
        No, my response was about trade pairing. Generally PnL should be identical. Are you seeing different in your NinjaTrader?
        Ryan M.NinjaTrader Customer Service

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          #5
          Yes, i'm seeing different realized PnL. You can see the rare operations on the image I sent you. The realized PnL on strategies tab matches the ("CierroCompra" - "Compra") sum while the realized PnL on Performance->Realtime matches the ("Compra" - "CierroCompra") sum

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            #6
            One explanation for this is that the strategies tab is dynamically updated with each trade, and the real time performance is only updated at the time you request the report. Do they match if you request a new real time performance report?
            Ryan M.NinjaTrader Customer Service

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              #7
              That's not the problem. I think the problem is induced by 'rare trades'.

              Comment


                #8
                NoName, from your original post it seems more like a syncronization issue as you restart the strategy - with which synching options are you working here?
                BertrandNinjaTrader Customer Service

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