Feature request

[Vinhasa]

Please add a field to the performance report that shows the actual time that the trade was made. For replays, it's impossible to filter by when you did an actual batch of testing, unless you made a unique strategy for every single testing session - which is tedious and not acceptable for software that costs over $1,000.

[NinjaTrader_ChelseaB]

Hello Vinhasa,

Are you asking about the Time column on the Executions Display? This shows the time of order fills.

https://ninjatrader.com/support/helpGuides/nt8/index.html?performance_displays.htm#UnderstandingTheExecutionsDisplay

If you are using a NinjaScript Strategy, open the Strategy Performance window to see orders from that strategy instance only.

https://ninjatrader.com/support/helpGuides/nt8/index.html?strategies_tab.htm#HowToViewStrategyPerformance

https://ninjatrader.com/support/helpGuides/nt8/index.html?working_with_automated_strateg.htm#ViewingStrategyPerformance

[Vinhasa]

Yes, I'm aware of the simulated time that an order fills. That's not what I'm saying. So you run through a replay from Friday 7/24, and close a trade at noon. In your performance report, it'll show up as a trade that was executed at noon on Friday 7/24. OK, that's fine and dandy, but say I run through that replay again, and close again, at the very same time - noon on Friday 7/24. So, unless I have changed my strategy, there's no way to distinguish between which trade was from when, unless you manually write down when you opened every single trade from that testing session.

What I'm asking for, is that a column be added for the performance report (or at least the option to include it) that shows you when the trade was actually conducted. I could run 100 tests on something, and close them all at the same time, and then I'd be able to actually just look at the trade report and know by the time the trade was actually executed what I was looking at. Even if I don't close them all at the same time, there's no way to sort through them, unless you change strategies for every single time. That's just silly, and not terribly well thought out.

[NinjaTrader_ChelseaB]

Hello Vinhasa,

By Performance Report are you referring to the Strategy Performance window?
Are you selecting real-time, historical, or real-time and historical?

When you mention: "a column be added for the performance report (or at least the option to include it) that shows you when the trade was actually conducted", are you saying you want the computer time and not the playback time?

[Vinhasa]

No, I am not referring to the strategy performance window. I am referring to the performance report.

What does "computer time" mean? I'm sorry if I was unclear, but I thought that it was fairly specific - if I run a replay from 7/24 today at 10 AM, I'd like to know that it was traded today, 7/27 at 10 AM, and have a timestamp indicating as much. It's important (obviously) that you are able to see what time the trade was conducted during the replay (so it would still say that it traded on Friday 7/24 at whatever time), but that it also indicating that it done on 7/27 at 10AM. So if I run it again tomorrow at 11 AM, I can still use the exact same setup without having to change anything, and get accurate reporting without having to try to figure out what trades were from the testing session I did today at 10 AM and tomorrow at 11 AM, simply by looking at the performance report.

[NinjaTrader_ChelseaB]

Hello Vinhasa,

If you are viewing strategy performance, I would recommend using the Strategy Performance window and not the Trade Performance window.

https://ninjatrader.com/support/helpGuides/nt8/index.html?strategies_tab.htm#HowToViewStrategyPerformance

https://ninjatrader.com/support/helpGuides/nt8/index.html?working_with_automated_strateg.htm#ViewingStrategyPerformance

The computer time will be the PC Clock time on your Windows Task bar.
The Playback time will be the time and date currently playing back and shown on the title bar of the Playback controller.

The timestamp of the order will be the Playback time. Meaning the time and date that order would have been placed in the real world, had the strategy been trading at that time. This would be the same if the same Playback time range is being played back, no matter what the computer time is. (Meaning same today as tomorrow and the next day, etc.)

[Vinhasa]

I'm not running an automated strategy, though.

[NinjaTrader_ChelseaB]

Hello Vinhasa,

When you mention 'unique strategy for every single testing session', can you clarify what you are referring to?

Are you talking about each manual order with an Atm template attached?

[Vinhasa]

I'm sorry, this is frustrating. "Unique strategy for every single testing session" means, you have to create and use a different ATM strategy for every time you want to run a test manually (as in, not an automated strategy. A stop loss strategy. NOT AN AUTOMATED STRATEGY.

If you use the same ATM strategy for multiple passes through a single day's replay, there's nothing to distinguish which transactions were from which sessions. To clarify, because I've said this multiple times already, and it doesn't seem to be understood: I use one ATM strategy at 4 pm today on a replay from 7/24. I finish that manual testing run at 4:15. I start a second manual testing run at 4:30, and finish it at 5:00. I start a third at 5:30, and finish it at 6:00. If I use the same ATM strategy, there's nothing to distinguish the trades executed from each of those three test runs when you go to look at the performance report. The only way to know is to write down when each trade executed (and hope that none were at the same time). Right now, the only way to avoid having this happen is to make a brand new ATM strategy for each time you go through a replay and have it execute transactions, so there's at least one way to have a unique identifier on the performance report.

[NinjaTrader_ChelseaB]

Hello Vinhasa,

Thank you for clarifying you are referring to manually placed orders and performance.

After each run save the grid to an excel file which will have a date and time stamp of when the file was saved.
https://ninjatrader.com/support/help...data_grids.htm

When you reset the Playback time, all of the trade performance will be removed anyway.
If you wanted to compare these, you would need to save the performance so it isn't erased when changing the playback time, or disconnecting.
The executions for the orders will be marked by the playback time.

The date and time in the excel file name will let you know which run it was.