I am currently using Market replay with historical data to backtest a strategy. The strategy uses an ATM to enter and close trades. I can run the strategy but I cannot find anywhere where the trade performance is displayed. In the Trade Performance area there is no option to select the 'Playback101' account. And there is nothing in 'strategy performance' I assume because the trades are taken with an ATM. Surely Ninja is logging trade performance somewhere other than just listing the executions in the control panel?
Edit....I looked in trade performance while strategy was active and there it was. It must disappear when playback is disconnected?
Comment