E.g when an order of 100 is filled in 3 parts (61, 10, 29) three separate trades are created. This happens even when the entry price for each part is the same. The desired behavior is to have always one trade for each order. In case of different entry prices for the different parts the price can be averaged. Note: I am using the IInteractive Brokers data feed
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Multiple trades when an order is filled in parts
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Multiple trades when an order is filled in parts
When an order is filled in parts there are multiple trades in Trade Performance.
E.g when an order of 100 is filled in 3 parts (61, 10, 29) three separate trades are created. This happens even when the entry price for each part is the same. The desired behavior is to have always one trade for each order. In case of different entry prices for the different parts the price can be averaged. Note: I am using the IInteractive Brokers data feedTags: None
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Hello marcel-nl,
I have submitted a feature request to the product management team for the following feature :
This user would like the ability to group part-filled trades in trade performance so that they only take one physical row unless clicked on to see all the individual tradesI will follow up with more information as soon as it's available. If the feature requests already exists, a vote will be added to it.
Please let us know if there are any other ways we can help.Jessica P.NinjaTrader Customer Service
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Originally posted by NinjaTrader_JessicaP View PostThis user would like the ability to group part-filled trades in trade performance so that they only take one physical row unless clicked on to see all the individual trades
For an example of how to show positions consisting of multiple trades, see column labeled 'A' in the attached screenshot.
(My strategies automatically create a spreadsheet modeled after the Trades tab.)
The first trade at 5:02:00 AM was for 10 contracts, but generated 2 rows in the Trades collection because 5 contracts hit their target and the remaining 5 'runners' got stopped out. Notice how the 'Pos-#' column shows these 2 trades labeled 1.1 and 1.2.
This spreadsheet example shows a method by which Engineering can update the Trades tab to reflect both Positions and Trades in the same data space.
Columns labeled B, C, D, and E, are additional output data points I write into my spreadsheets.
Perhaps NinjaTrader could be adopt these ideas.Last edited by bltdavid; 12-15-2016, 05:11 PM.
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Originally posted by sledge View PostYup, a major annoyance.
I think the only way to get around is to have unique names for strategies, and then import to excel and combine there. Quite a chore.
I built 2 workbooks, Summary and Trades, directly via code. Look carefully at the bottom of the screenshot for the workbook tabs.
But, yes, it was quite a chore.
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