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Strategy Summary Total Profit is different form the one shown in the "Strategies" tab

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    Strategy Summary Total Profit is different form the one shown in the "Strategies" tab

    Hi,
    I have been running some market replay tests for ES Mini and I noticed that there is a significant discrepancy between the amount that is shown in the "Strategies" tab in the control center, column "Realized" and the Total Net Profit from the Strategy -> Real Time Summary.

    Is there any explanation for this?

    I specificall double checked the Summary to be for the "real time" trades that occured after the strategy was initiated.

    #2
    Hello,

    Thank you for the question.

    I tested the SampleMACrossover in replay this morning to check this and from my end I can see this matching each time I opened the performance from the strategy.

    I wanted to verify when you check this, are you opening a new performance grid from the strategy by right clicking and going to -> Strategy Performance -> Realtime? This grid is not live like the one in the control center so its values can become stale if you just leave the window open.

    Also have you tested this using one of the default strategies like the SampleMACrossover to see if the reporting is the same?

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

    Comment


      #3
      I Pause the strategy precisely because I know the summary is not being updated in real time.

      Then once paused, right click - > Real time performance

      The value is significantly different than the one shown in the control center.

      In addition, what does it matter if it is a built-in strategy or a custom one? I use my own custom strategy...however I can not see the link between this and the fact that NT generates both value in a different way.

      Please advise.

      Comment


        #4
        Hello,

        Because we do not know what code was used in any third party or self created strategy, for testing purposes we always ask that you try the default items because these are known to work correctly. We can see the code for these items to determine if there is a problem in the case of an unexpected result. Also support has this strategy pre installed so we can try to re create this on our end to determine if this is isolated to your pc or an actual issue with the platform.

        If the strategy you are using is using any sort of unsupported code or other items it could potentially cause issues in the platform that are not expected, so this makes the custom strategy fairly useless when determining if it is a problem in the script or the platform.

        If you could test this using the sample that would be a better test, we can see if you get the same results and look into what may be the cause if so.

        After testing the sample ATM if you do get the same results please let me know, otherwise if you do not get the same results I would suspect this has something to do with the specific strategy and that strategy would need to be debugged.

        I look forward to being of further assistance.
        JesseNinjaTrader Customer Service

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