don't understand this, please help

[marcopicos]

Today I put an order without stop strategy. So I closed the order inmediatly to correct it. But in my trading account performance this canceled order appears as an order opened a month ago and stopped today, with a result of - $1315,72. I am on demo so I am not in panic, but I don't want this to happen in my real trading. Why this happened?

I attach to this message my trading account performace since last 2 months. The problematic trade is number 255, you can see in the strategy column is the one without strategy. I opened it today, not last April 11 as appears in the performance.

Thanks a lot for your help.

[marcopicos]

I don't know if this is relevant: when I put the order and I saw that there was no stop strategy, the sequence of things I did was:

1) change the stop strategy to "STOP" (the name of my stop strategy)
2) close the order
3) open the order again

Is this change of stop strategy BEFORE closing the order the reason for the big loss that appears?

[NinjaTrader_PatrickH]

Hello marcopicos,

Thank you for your post.

Please send me your database to support[at]ninjatrader[dot]com with 'ATTN: Patrick - 1072731' in the subject line and a reference to this thread in the body of the e-mail: http://www.ninjatrader.com/support/f...ad.php?t=66034
You can do this by going to the Control Center-> Help-> Mail to Support-> ensure the Database option is enabled.

[marcopicos]

Ok, message sent

[NinjaTrader_PatrickH]

Hello marcopicos,

Thank you for your patience.

You will need to set the From Date on the Account Performance tab further back in time and then left click the Generate button. I set the From Date to April 1st and the End Date to today and I was able to see the correct entry and exit for the trade.

[marcopicos]

Yes, I can see the correct trade too. But I don't understand why my today trade is wrong and the program says that the entry date is April 11th. My today trade duration was only a few seconds. If I put the "Date From" at today, the trade is correct: -$6,44 (only commissions). But if the April 11th is included in the data, then this same trade says that the entry was in April 11th and closed today with a result of -$1315,72. It is as the program use the same entry (the one in April 11th) twice, for the trade dated on April 11th (this is correct) and for the today trade (and this is wrong, the trade of today started today, not in April 11th). I would like to correct this on my data.

Another strange thing: if I click on the grid and open the chart that shows the trade, it is correct. Only the data is wrong, and is wrong if April 11th is included in it. If the data starts at April 12th,everything is ok.

[NinjaTrader_PatrickH]

Hello marcopicos,

Thank you for your response.

NinjaTrader performance reporting is simply a set of calculations of fills that have a time stamp within the date range specified. The first step in the process is to filter the fills and then pair them to form trades. If positions are carried over night then surely you can have different results since the trade pairs will be different if you change dates.

Example:

• Enter 1 June 4th
• Exit 1 June 5
• Enter 1 June 5
• Exit 1 June 5

In the fill flow above, if you generated a report from June 4 through 6, you would see two trades reported (Entry June 4th and Exit June 5th) and (Entry June 5th and Exit June 5).

If you generated a reported June 5th through June 6th, you would only see one trade reported where the exit on June 5th is the trade entry and the entry on June 5th is the exit.

As you can see, the result would yield different results. NinjaTrader has no way of knowing if a fill is truly an entry or exit thus it has to build trade pairs starting with the first fill as entry in the date filtered dataset.
To clarify further:

Brokerages send out daily statements and mark your open positions to market (settlement price)
This allows your statement to carry forward starting with fresh PnL calculations for each day
NinjaTrader is not a brokerage and does not send out statements and thus only has historical trade fills to generate reports

If you generate a report and you have open positions that start prior to the report start date then performance report will be inaccurate to your actual trading results however, it is accurate to the data set you have asked it to run statistics on. Thus, you should always start a report on a day where you started the day flat. Then the trade pairs generated will start with correct entry fill.

[marcopicos]

thanks a lot !
So this problem would not happen in a real account, right?

[NinjaTrader_PatrickH]

Hello marcopicos,

Thank you for your response.

This can occur for all trades recorded in NinjaTrader, including the Live trades. However, this does not effect the broker report or how the trades truly entered as exited.