Wrong trades history

[bonnies]

Hi,

I am testing with the simulation account with real feed data two automated strategies in the same product (FDAX). Both strategies follow the same entry conditions but have different exit conditions.
Looking at the trades in the chart for each strategy you can see the entry and the exit for each of the trades. The entry of each trade and the exit of the trade is correct. I mean that it entries and exits as the strategy says. Both strategies look correct at the chart.
The weird thing is that when you analize the trades looking at the trade history, generated by the account performance. The tab "trades" doesn't show the same entrys and exits as you can see on the chart. The exit points of the strategies are mixed. And if you are not looking at the chart you may think the strategy doesn't perform as it should be. And of course, then the results of the strategy don't match the real behaviour of the strategy.
I don't understand what is happening.

I attach a picture of the two charts (one for each strategy) where you can see the entry and exit of a trade. And I attach what is generated at the trade report for the same trade. You can see it has no sense. So I don't know how I can rely on the reports and evaluate the results.

[NinjaTrader_ChelseaB]

Hi bonnies,

The Account Performance tab will show all trades made to that account. This includes all strategies and all manually submitted orders as all of these affect the account position. Strategy positions are separate from the Account position.

What does the Strategy Performance for that one strategy show?

Select the Strategies tab -> right-click the strategy -> select Strategy Performance -> select Real-Time.

Below is a link to the help guide on the Strategies tab. Please see the section 'How to view strategy performance'.
http://ninjatrader.com/support/helpG...egies_tab2.htm

[bonnies]

I know it will show all the trades of the account. That's why I am just showing at the picture one of the trades of each of the strategies just to show the behaviour I see every time the trade is positive. What I am saying is that the records don't reflect what has happened. And it is not possible to have two differents results.

If you look at the picture you will see that the exits of each of the trades of the strategies don't match the exits that you see at the chart. Please, check the pictures. Hope this clarifies the problem (the profits are different in the chart from the trade history!!!!!):

Strategy: Dax

Picture:
Entry : 4 contract at 10809 exit 1 at 10799 --> 10 points
1 at 10789 --> 20 points
1 at 10774 --> 35 points
1 at 10757 --> 52 points

Trade history:
Entry : 4 contract at 10809 exit 1 at 10801 --> 8 points
1 at 10800.5 --> 8.5 points
1 at 10800.5 --> 8.5 points
1 at 10799 --> 10 points

Strategy: DaxScalp

Picture:
Entry : 2 contract at 10808.5 exit 2 at 10800.5 --> 8 points
4 contract at 10809 exit 1 at 10801 --> 8 points
1 at 10792.5 --> 16.5 points
1 at 10779 --> 30 points
1 at 10757 --> 52 points
Trade history:
Entry : 2 contract at 10808.5 exit 1 at 10789 --> 19.5 points
exit 1 at 10779 --> 29.5 points
4 contract at 10809 exit 1 at 10792.5 --> 16.5 points
1 at 10774 --> 35 points
1 at 10757 --> 52 points
1 at 10757 --> 52 points

[NinjaTrader_ChelseaB]

Hello bonnies,

Does the strategy real-time performance show the real-time trades?

Has the strategy on the chart been disabled and re-enabled since placing the live trades?

Are the trades on the chart historical trades or real-time trades?

[bonnies]

Yes, the strategy sis showing the real time trades.
No, the strategy has not been disabled. The pictures show real time live trades of today. (But I have seen these behaviour in the past. That's the reason why I am writing)
The trades on the chart are real time trades. And the picture of the history is showing these trades. I have snapshot the trade history after the trades have been closed. I want that you see that this is a completely abnormal performing. The record of the real live trades does not match what has really happened.
The trades showed on the accoung performance report can only be live trades. And this is what I am showing. If the trades shown at the pictures were not real they would not appear at the trade history of the account.

How can I solve this problem? The exits of the trades are mixed between strategies.

[NinjaTrader_ChelseaB]

Hello bonnies,

I would like to take a look with you on your end.

Please send an email to platformsupport [at] ninjatrader [dot] com. In the email please include a link to this forum thread.

[NinjaTrader_ChelseaB]

Hi bonnies,

On our call we found that multiple strategies are trading to the same instrument on the same account at the same time.

The Account Performance tab will show all trades made to that account. This includes all strategies and all manually submitted orders as all of these affect the account position. Strategy positions are separate from the Account position.

In other words, if one strategy places a buy order to enter a long position, and a different strategy places a sell order to enter a short position, the account will be flat, strategy 1 will be long, and strategy 2 will be short. The Account Performance tab is going to see these two orders made by two different strategies as one trade (a buy entry and a sell exit).

Or if you had strategy 1 place a long order, and strategy 2 place a long order, then strategy 2 exits first and strategy 1 exits second, the Account Performance is going to match the entry from strategy 1 with the exit from strategy 2.

If you want to run multiple strategies on the same instrument, the trades will need to be placed to different accounts to keep the trades separate.