Trade Performance does not populate the Strategy name

[dadarara]

as the the topic says..
for each trade in the list I dont see the strategy name . cant do statistics per strategy .

[NinjaTrader_ChrisSch]

Hello dadarara,

Thank you for your note.

Were these strategies programmed by yourself or by a third party vendor?

I look forward to your reply.

[dadarara]

myself.
what parameters should I include in the code for this to show ?

[NinjaTrader_Jim]

Hello dadarara,

Could you test the script I have attached and confirm that you are seeing the Strategy listed in the Trade Performance window?

If this script displays but the yours does not, please copy the OnBarUpdate code from my test script to a copy of yours so we can get your script to quickly take trades and display the same symptoms. I could then test that strategy on my end and see why it is not adding the Strategy name to the Trade Performance window.

If this script does not show the Strategy name either, please let me know and we can look into installation issues.

I look forward to assisting.

[dadarara]

Jim
I have operated the script.
and I noticed the following behaviour: on the day that script runs, I have the field of name of the strategy populated ok. but as soon as a new day starts. the history of previous days disappears.
so at 8am this morning I saw the strategy name on the trades executed yesterday 5th Nov. but at 10am after the market (in Germany) opened. I
dont see the strategy name I saw before on the 5th .

[NinjaTrader_Jim]

Hello dadarara,

Thanks for your feedback.

I will be investigating further and will let you know my findings. Please allow of few days of testing so I can be certain with my results and so we can report any unexpected behavior for further review.

Thanks again for replying back with that detail.

[dadarara]

here is the capture of the trades from today. you can see that all yesterday trades are without the strategy name !!

[NinjaTrader_Jim]

Hello dadarara,

Thanks for your patience.

I have noticed a case where if we enable a strategy on a chart, and then later change that strategy instance to run against another instrument, the previous trades will not be seen in the Trade Performance report. This appears to match NT7 behavior. I have submitted an internal ticket to see if this will be considered a bug or an expected limitation. If it is an expected limitation, I will submit a change request on your behalf for this behavior.

I'll update this post/thread as this develops. If you have another scenario I can take to reproduce the issue with this test strategy, please let me know the exact steps I should be taking.

EDIT: I have received word back, and the behavior is expected that the strategy will be delisted from the Strategies column when disabled. We have this tracked in an enhancement request. Ticket ID: SFT-1817. I have added a vote on your behalf.

We cannot offer an ETA or promise of fulfillment, but your interest is tracked. Numbers for the ticket ID's will be listed in the Help
Guide upon implementation.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

I look forward to being of further assistance.

[dadarara]

If I may
I am trying to follow the logic.
I do have a chart open for some time now. I dont close or reboot often. (cloud VM works 24/7)
at some time in the past I may have played with the same chart and changed the instruments. so what you are saying is that because of this "instrument change" in the past, from that moment on, the strategy name doesnt "stay on", and every new day, it disappears from the database ?
I have about 3 charts open. dont remember if I changed the instrument there as well. nevertheless, it does happen with these charts as well.

Does this mean, that if I reboot the system. Open a new chart. start a new strategy instance on them, then this disappearance of the strategy name from the performance database will not happen ?

EDIT: I read again your post. and maybe I didnt understand the "case". do you mean that only after the instrument change, the OLD instrument trades disappear ? ALL of them? because this is not what happens in my case. I do not change the instrument every day. not at all. I just enable the strategy every day (as it closes in the end of trading day) and thats it. and still, every new day. the name disappears from the database.

thanks

[NinjaTrader_Jim]

Hello dadarara,

NinjaTrader will lose track of the strategy after it is disabled/re-enabled. If the strategy is disabled manually, or if the platform is shutdown, or if the instrument changes, then we will be starting a new instance of the strategy, and NinjaTrader will then not be able to associate previous orders created by the strategy. I noted one case involving changing instruments, but the case will be the same for the other scenarios I listed in this post.

This is a current limitation in the software, which we are tracking for improvement in SFT-1817.

Please let me know if you have any additional questions.

[dadarara]

Jim
I dont understand this IMPROVEMENT.
it I delete the strategy from the system all together then all the history trades taken months ago will not have the associated strategy in the "Trade Performance" tables ?
this is silly . what the history has to do with that?
in my case , if yesterday I operated the strategy normally, and I see the trades registered in the "trade Performance" tables alright, and then today I do the same, the result will be that I loose the strategy name from the trades done yesterday.
Again, what has the history trades have to do with what will happen tomorrow ??? I dont see the logic .. it is a BUG. connecting the historical data of trades with whatever configuration of the system in the future.
In my view as soon as the "trade performance" data is populated with the right data with the name of the strategy correctly set. thats it !! nothing can change this registry. not even if I delete the strategy or load it up again or change the instrument. NOTHING. it is History !
Either I dont understand or you dont understand my case.

[NinjaTrader_Jim]

Hello dadarara,

NinjaTrader attempts to find a strategy and then populates the Strategy field. The Strategy is not actually saved as part of the trade history as you may expect it to be saved. As such, getting the result you are looking for requires functionality for NinjaTrader to save this information so it is persisted after a strategy gets disabled.

We understand the pain point here and have tracked your impact.

[honest-trader]

Hi there
Im having a third party strategy run and saved as eg. Master Strategy and then i have different versions for each day/instrument combination. When i analyse the Trade Performance report i cannot see the correct name being populated eg. Strategy Monday, Tuesday, why is it? I can see this thread about 2 years old , is this issue still not resolved?

Is there any other way to map the master strategy to its variants per instrument, day?

[bltdavid]

NinjaTrader will lose track of the strategy after it is disabled/re-enabled. If the strategy is disabled manually, or if the platform is shutdown, or if the instrument changes, then we will be starting a new instance of the strategy, and NinjaTrader will then not be able to associate previous orders created by the strategy. I noted one case involving changing instruments, but the case will be the same for the other scenarios I listed in this post.

This is a current limitation in the software, which we are tracking for improvement in SFT-1817.

+1

Please add my vote.

[NinjaTrader_Jim]

Thanks bltdavid, your vote is added.

honest-trader, The Strategy names are not logged with executions to be shown in the Trade Performance report. NinjaTrader attempts to find them from running strategies. The enhancement request presented here is so NinjaTrader logs the strategy name with executions for the Trade Performance report. I have added your vote as well.