Strategy Tracking

[miktrading]

Hi I have about 30 strategies running at once with Interactive Brokers through the ninja simulator. What's the best way to track the performance of a strategy on its own?

For some reason Interactive shuts down automatically and I'm trying to keep these strategies going 24/7, so I do have them shut down for about 5 minutes till i reconnect them.

I can see some dollar amounts under the "strategies" tab for realized and unrealized although I can't find a way to add a percentage lot.

I'm also not sure if those numbers are based on the moment the strategies were activated or for that current day.

I can't see any "portfolio" or dollar amount for the entire account even though singled out strategies interest me more.

What I have seen was under "positions" was a dollar amount again, although I think the underlying dollar amounts are based on total strategies activated/trading.

Thanks for the help
Steve

[NinjaTrader_ZacharyG]

Hello miktrading,

Thank you for your inquiry.

TWS shuts down daily.

If you would like to modify how your strategy will perform during a disconnection event, I would suggest taking a look at the help guide at this link in regards to the ConnectionLossHandling property: http://ninjatrader.com/support/helpG...sshandling.htm

I am not clear about what you mean about "percentage lot". Can you please clarify? The Unrealized and Realized columns in the Strategies tab will only display monetary values.

However, you can right-click on the strategy and select Strategy Performance -> Real-Time to gather other statistics in a percentage format. More information about the Performance data tabs that will show up once you select that menu item can be found here: http://ninjatrader.com/support/helpG..._data_tabs.htm

The Unrealized and Realized columns in the Strategies tab are based from when the strategy was activated. So, if you disable and re-enable the strategy, the columns will reset back to 0 until they are updated by live trading on the strategy.

The Account Performance tab allows you to generate customized performance data against your trade history for a selected account. Performance data is displayed in the Performance Data tabs and as efficiency graphs. More about the Account Performance tab can be found here: http://ninjatrader.com/support/helpG...rmance_tab.htm

The Positions tab is based on the account position rather than the strategy position. I would suggest taking a look at the NinjaTrader help guide at this link for further information about account vs. strategy position: http://ninjatrader.com/support/helpG..._account_p.htm As with the Strategies tab, the PnL will be a monetary amount.

[miktrading]

Zachary, so there is now way of tracking my strategy's performance in terms of percentage?

My goal is to see how well my strategy performs as a strategy itself from the time I execute it.

I think that's my simplest explanation in regards to what I'm looking for.

[NinjaTrader_ZacharyG]

Hello miktrading,

There is no way to change the currency values to percentage values in the Realized and Unrealized columns of the Strategies tab.

You can obtain the current unrealized PnL of a strategy position in a percentage form by using the GetProfitLoss() method call in the strategy code: http://ninjatrader.com/support/helpG...profitloss.htm

With this method call, you can use a Print() to print this to the Output Window.

You can right-click on a running strategy and select Strategy Performance -> Real-time to view the real-time performance information of your strategy. You can then change the information outputted to a percentage form by selecting "Percent" in the top left corner drop down menu. More information about the Performance data tabs that will show up once you select the Real-time performance menu item can be found here: http://ninjatrader.com/support/helpG..._data_tabs.htm

[miktrading]

Thanks for the reply. When viewing each strategy's performance separately, will this be data for that current day or since the strategy has been enabled? This is in reference to the TWS auto shutdown.

[NinjaTrader_ZacharyG]

Hello miktrading,

Real-time data will be the data since the strategy has been enabled.