Performance data does not match with the chart

[pandyav]

Hello,
I just moved to AMP+CQG datafeed combination after having issues with Zenfire. I have a strategy that I used in the past without any issues.

If you look at the attached ES chart, between 1/17, 2.45 PM and 1/19, 6.25 PM, the strategy should have taken a total of 5 trades. But when I look at the performance report (attached in the zip file), you'll see that it lists out many trades that I do not see on the chart. I am simply worried about how the software is placing the trades and showing them in the performance report.

To me it seems like in the performance report, there should be only 5 trades, I do not understand why would it list out other trades.
Can someone please help me to understand what could be wrong?

Very much appreciate your help in advance.

[NinjaTrader_Bertrand]

Thanks for the post pandyav, which release version of NT7 are you exactly using here? Those were realtime taken trading on Sim101 correct and the performance results are from the Historical + Realtime collections?

Could you please also send us your log and trace files to support for close review?

[pandyav]

Thanks Bertrand,
I am using version 7.0.1000.21 (live) version of NT. And yes, the performance results are from historical + realtime collections.

Please find the trace and log files attached for both 17 and 19th of this month.

Please let me know what is causing the issue.
Again appreciate your time and help in advance.

[NinjaTrader_Bertrand]

Thanks pandyav - the chart you were showing was generated from realtime Sim101 trading or backtesting the strategy? So reloading it and thus making the execution shown historical?

[pandyav]

Thanks Bertrand,
The chart that I attached initially was not generated by realtime sim trading.

I loaded the chart by going to file>new>chart and then loaded the strategy on the chart.

And the performance data was generated by right clicking on the chart and selecting strategy performance>historical and real time.

[pandyav]

Hi Bertrand,
Any ideas/thoughts after my previous post at 8:29? Thanks.

[koganam]

Hello,
I just moved to AMP+CQG datafeed combination after having issues with Zenfire. I have a strategy that I used in the past without any issues.

If you look at the attached ES chart, between 1/17, 2.45 PM and 1/19, 6.25 PM, the strategy should have taken a total of 5 trades. But when I look at the performance report (attached in the zip file), you'll see that it lists out many trades that I do not see on the chart. I am simply worried about how the software is placing the trades and showing them in the performance report.

To me it seems like in the performance report, there should be only 5 trades, I do not understand why would it list out other trades.
Can someone please help me to understand what could be wrong?

Very much appreciate your help in advance.

What does the report show when you ask for either a Historical only or Realtime only report?

[NinjaTrader_Bertrand]

pandyav, thanks for the files. Comparing to the realtime sim executions I only see minor differences in some fill prices, which would be expected. If you were to backtest your script on the same data / timeframe in Strategy Analyzer would you see a different grouping outcome for the trades data? This is a 15 min chart, correct?

[pandyav]

Hi Bertrand and Koganam,
Thank you for your reply.

Bertrand:
This is a 5 min chart. I see some different results when I test the strategy using backtesting feature.

Koganam:
Again, I see slightly different results when I use the realtime only vs historical only options.

I am attaching the screenshot of the chart as well as results based on criteria we discussed. Not sure why do we see this differences?

Bertrand:
Is it possible for your to have a quick look at my performance data via remote screen sharing. I think it will be the easiest way to solve this issue. Please let me know if it works for you, if not we can continue our discussion here.

Again, appreciate your help in advance.

[NinjaTrader_Bertrand]

pandyav, we certainly could take a quick remote look at the results. To set this up please get in touch with us under support at ninjatrader dot com directly, or use the Help >> Mail to Support feature please.

Generally when comparing realtime to historical I would expect to see differences, which will manifest if you compare the trades collections - as you restart the strategy the past realtime executed part (even if on Sim101) will become now historical processing again and the report would be fully historical and thus might contain different fill prices as you had seen for this period in realtime simulated / replay trading.

[pandyav]

Thanks Bertrand,
I totally understand your point, the only challenge is when I look at Historical+real time data, the number of trades taken almost become double than what I see on the chart.

In any case, I'll send out an email to support [at] ninajatrader [dot] com, do I need to mention the link to this thread/.

Thank you for your help.

[NinjaTrader_Bertrand]

Yes pandyav, would be great if you can mention a link to our discussion for reference. Thanks.

[pandyav]

Bertrand,
Just sent an email to support [at] ninajatrader [dot] com, hopefully time and day works at your end.

Many Thanks

[koganam]

Hi Bertrand and Koganam,
Thank you for your reply.

Bertrand:
This is a 5 min chart. I see some different results when I test the strategy using backtesting feature.

Koganam:
Again, I see slightly different results when I use the realtime only vs historical only options.

I am attaching the screenshot of the chart as well as results based on criteria we discussed. Not sure why do we see this differences?

Bertrand:
Is it possible for your to have a quick look at my performance data via remote screen sharing. I think it will be the easiest way to solve this issue. Please let me know if it works for you, if not we can continue our discussion here.

Again, appreciate your help in advance.

Just as I suspected. Your trades are being double reported: once as historical trades, and once as realtime trades. You probably want to see only one of those reports, depending on whether or not you actually took the trades realtime.