negative bars in report

[shanemcdonald]

hi
i noticed negative bars in performance report as seen in photo.
the strategy was turned off at night. And order was placed yesterday and exit on close but market has not closed

i dont understand
see attached photo

shane

[NinjaTrader_Matthew]

Hello,

Thank you for your post and reporting.

We have been chasing this for awhile, but we have been unable to come up with reproducible scenario.

If you run run the strategy with the same settings in the strategy analyzer, do you still get the same negative bars?

If you can reproduce this, can you please send us a note at support[at]ninjatrader[dot]com and include your strategy as well as the steps needed to reproduce these results.

You will find your strategy file in (My) Documents\NinjaTrader 7\bin\custom\Strategy\<your strategy>.cs

[shanemcdonald]

noone has seen this before ? I am the only one this has happened to ?
this only happens during live testing.
I have never seen it under strategy analyzer.
shane

[NinjaTrader_Matthew]

We have seen reports of this before, however we're unsure what causes this.

We will need a reproducible scenario in order to determine what is causing this behavior.

[shanemcdonald]

you will not see it or reproduce it in strategy analyzer.
dont bother

shane

[nailz420]

I'm seeing this right now from strategies that have been running on live connection for about a month.

[sledge]

I'm seeing this right now from strategies that have been running on live connection for about a month.

Is it only for trades that close on a different day?

Can this be seen in NT Market Replay?

[shanemcdonald]

I have only seen it live. I have not seen it anywhere else.
I do not know what it is.

[nailz420]

I have for all intraday trades as I have no overnight trades but the report reverses entries and exists and makes it look like I have overnight trades. So a trade that existed on close and opened on market open, appears as if opened at close and exited on open. I didn't notice this happening with replay.

[shanemcdonald]

is that the cause of the negative bars ?


shane

[shanemcdonald]

it just happened
you can see the order placed for yesterday and closing today
That was not there last night at 11pm or this morning
How does an order get placed for yesterday when running live ?
and the order does not match the order on the chart either ?

shane

[shanemcdonald]

here is a pic from the execution tab showing the position closed at 11 pm yesterday, which does not show up on the chart or the trades tab in performance report for real time.
chart and trade tab pics are from real time performance report.
that trade in performance report did not occur, so how can I trust the real time performance report ?

[NinjaTrader_Matthew]

Hello,

Are you only checking 'real-time' performance or do you use historical and real-time?

Was this strategy stopped and restarted at any point between these trades?

Does the actual trade show up correctly from the Account Performance tab of the Control Center?

What chart type are you using and what session template is applied to the chart you are running the strategy?

Can you please export your strategy under File--> Utilities--> Export NinjaScript

Once exported, please send us this file by going to Help--> Mail to support and uploading the exported file as attachment. Please also include the log and trace files and a reference to this thread.

[shanemcdonald]

hi
just real time performance . I am testing everything real time this week and last.

No I have left the strategy on. With only "exit on close "

It does show up correctly under account performance.
[could this be related to previous bug we found with strategy performance vs account performance ? ]

renko chart with energy ETH electronic trading hours 6pm - 5:15 pm est

i cant use mail to support . Can I use regular email with attached files ?

thanks
shane

[NinjaTrader_AdamP]

Shane,

We received your files. We will continue working with you via email. Thanks for the files.