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Real time performance report trades

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    Real time performance report trades

    Hi,
    I attach the trades table of a realtime performance report, as you can see the information in there is pretty strange, some trades show as entries trade names which should be for exits (trade 26-27-28-29 and 33), in reality those trades never took place, on the chart there is no trace of them but they are in this report and are also computed into the total performance, is there something I should know? Thanks
    Smodato
    Attached Files

    #2
    Hello Smodato,

    Thank you for your post.

    I see the discrepancies begin on trade 8 where a Virtual Entry Execution is submitted to enter short and is exited by a Stop Loss that should have been used to exit the short entry for trade 10. Is this truly the Real-Time Performance? Or is this the Historical & Real-Time Performance or even just the Historical Performance? It appears odd that no trades are after December 3rd, and yet the earliest trade is back in August. Or was this a Market Replay session that generated this report?

    I look forward to your response.

    Comment


      #3
      Hi Patrick,
      it is only realtime, Ninja is running 24/7 with Kinetick, there are 6 strategies and actually in all those where there was the virtual trade there are these problems, I can't remember what happened on Sep 18th (I will investigate further anyway) but what does the Virtual trade actually represent and how could that impact on the report?
      Thanks, ciao
      Smodato

      P.S. I checked and on sep 18th the platform was restarted shortly before the "Virtual" entries are shown
      Last edited by smodato; 12-10-2013, 04:04 AM.

      Comment


        #4
        Hello smodato,

        Thank you for your response.

        If this is the Real-Time Performance, then the strategy has been running since August with no restarts of the NinjaTrader platform or your PC shut down? This highly unlikely as the Virtual Entries as usually seen when NinjaTrader tries to tie historical trades together. I believe you are reviewing the Historical Performance or Real-Time and Historical Performance.

        If you want to view a more accurate result of what the strategy would have done historically you may wish to use the Strategy Analyzer to run a backtest for the the desired time frame. You can find information on the Strategy Analyzer at the following link: http://www.ninjatrader.com/support/h...y_analyzer.htm

        Please let me know if you have any questions.

        Comment


          #5
          Thanks Patrick,
          as mentioned I had a restart of the server on Sep 18th, so there was an interruption in the realtime flow yet the reports are "real time" only.

          Comment

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