Account Performance, Summary Tab - ES futures

[sledge]

Total # of trades is misleading on Account Performance - Summary .

In market replay, I place 2 buy order, 1st of 3 contracts at market order, and a 2nd of 1 contract at market order. Cool.

I have a SetProfitTarget at say 2 points for 3 contracts ("Up1"), and a SetProfitTarget of 4 points for the remaining contract ("Up2").


If Market Replay sells all 3 contracts in 1 trade, that's considered 1 trade in the summary Total # of Trades.

If Market Replay sells all 3 contracts in 3 trades of 1 contract (I'm fine with this), that's now considered 3 trades in the summary for Total # of Trades.

This is on the same label, "Up1".

So it is mixing and matching things, and therefore total # of trades, my percent profitable, # of winning trades, # of losing trades, therefore really make NO sense at this point.

[NinjaTrader_Kyle]

Hello Sledge,

Thanks for writing in to report this issue.

Are your trade results grouped by ATM strategy?

[sledge]

Hello Sledge,

Thanks for writing in to report this issue.

Are your trade results grouped by ATM strategy?

I see no difference when checking that re-generating results.

I am only running 1 strategy.

[NinjaTrader_Jason]

Hello sledge,

Unfortunately the account performance-tab works this way. Partial executions will be listed as seperate trades.

[stocktraderbmp]

Bit like dividing your results by 365 days when 2 days of each week you can't trade - lol !!

Have pointed this anomaly out to NT as well - expect it's got a recommendation number somewhere but altering the 365 to a number that matches the number of days the strategy/account actually traded is a minor issue - who wants accurate figures anyway ?

[sledge]

Hello sledge,

Unfortunately the account performance-tab works this way. Partial executions will be listed as seperate trades.

That is very unfortunate.

I didnt see a way to set partial fills off for market orders in market replay. Is that correct?

[sledge]

Bit like dividing your results by 365 days when 2 days of each week you can't trade - lol !!

Have pointed this anomaly out to NT as well - expect it's got a recommendation number somewhere but altering the 365 to a number that matches the number of days the strategy/account actually traded is a minor issue - who wants accurate figures anyway ?

Agreed.

I wondered if someone else has had come across this.

In my case, it is bad enough I am looking at a 3:1 trade ratio, which is already skewed technically.

But to skew the first trade of 3 even further,

[NinjaTrader_Jason]

Hello sledge,

You can enable 'Enforce immediate fills' at Control Center-->Tools-->Options-->Simulator-tab. This will cause orders to fill right away.

[sledge]

Hello sledge,

You can enable 'Enforce immediate fills' at Control Center-->Tools-->Options-->Simulator-tab. This will cause orders to fill right away.

Thanks, ill test that out tonight.