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Grouping Trades in Trade Performance

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    #16
    when are you planning to implement this feature? why is it taking so long?

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      #17
      Deciding on features for future releases is not a simple black and white decision. There are many factors involved including but not limited to:
      • Demand which is measured by objective user requests and subjective discretion on the part of our Product Management team.
      • Feasibility
      • Developer bandwidth
      • Current projects in the queue
      • Economics
      You'll find the tracking numbers provided in the release notes when a feature is implemented:

      https://ninjatrader.com/support/help...ease_notes.htm
      Patrick G.NinjaTrader Customer Service

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        #18
        #U3333

        This thread now approaching 3,000 Views

        Yet the feature was removed from 7 because Users actively demanded it should be........ Apparently....
        .
        I guess the reason must be 8 has attracted a very different userbase to 7's and little overlap.

        It certainly seems there is interest in this Feature being re-instated, in a manner that works, unlike in 7.

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          #19
          Please add my vote for SFT-1490.

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            #20
            Added, caveat_lector .

            I will keep adding votes to SFT-1490, however, I will not be making vote confirmation posts moving forward.
            Patrick G.NinjaTrader Customer Service

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              #21
              Please add my vote too for SFT-1490. Thank you

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                #22
                Hello,

                Please add my vote for SFT-1490 too, thanks. I am going back to NT 7 because of it. How many votes does an idea need to get the developers attention?

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                  #23
                  “How many votes does an idea need to get the developers attention?”
                  Unfortunately there is no answer to this question as it has yet to happen. 3 years and thousands of views wanting to re-instate something NT claims users wanted removed. The whole thread is pitiful and typical, obfuscation and patronising.

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                    #24
                    Heads-up fellow traders... I've been doing battle with NT over the RUBBISH "Trade" performance reports in another thread ( https://ninjatrader.com/support/foru...eport-is-wrong ) ( you know, like when NT BEGINS a TRADE with an EXIT!! Pulled my hair out trying to convince Ninja that, you know, you really shouldn't oughta do that...

                    Got obfuscation response from NinjaTrader_Jim (who I have found is usually quite good..) but I digress. In frustration, I have written my own replacement. Yep..one that
                    • NEVER starts a TRADE with an Exit
                    • NEVER reports Short trades as Long (like NT does...)
                    • ALWAYS reports executions in the correct order
                    • works no matter if you have multiple open positions when the report window begins. Subtext... you do NOT have to try to find a time when you are flat in all instruments as has been the oft-repeated suggested "fix", which for many of us is.. NEVER !!
                    • already groups some trades... but needs a bit more work to (optionally) group ALL trades
                    Now... I just got the beta working today, I wrote it in LINQ, I want to port it into VS C#, probably make an add-on or something. Ultimately, we would of course expect Ninja to just FIX THEIR CODE... but, meanwhile, I hope to soon have something to share with the community that just does it right.

                    Caveats:
                    • it runs real slow if you have a large database, run it over a longish report window. I prefer slow-but-right over fast-but-rubbish
                    • for now at least, I don't bother calculating MAE/MFE/ETD. My focus and primary driver was to completely eliminate the utter rubbish that results when trades begin with an exit. (Sheesh... what genius wrote that code ?? And WHY has it taken Ninja YEARS to concede that it was a monumental/fundamental er.. <insert your own expletive here> idea )
                    I have attached two files... one, is my report... for a bunch of trades back in April, that prompted me to start the original "TP Report is wrong" thread. The other is Ninja's fatally flawed version , replete with rubbish entries that are are actually exits, exits that are entres, short positions that are actually long...and of cojurse, the Profit is just not even worth worrying about, it is so scrambled.

                    I'll post a similar entry on the other thread.

                    Other traders: If you have any further thoughts on how to proceed, let me know. I will try to get this finalised in the next several days

                    Ninja... you might care to reconsider. Specially nonsense like the last claim that a solution
                    requires server backed storage of all trade data.
                    Hmm... I, a humble trader, just managed to create this. Come on Ninja... stop obfuscating., my code clearly demonstrates a solution is eminently possible using nothing more than what I have at hand.

                    I intend to continue this discussion in the other thread... as this one is really focused on grouping... not fixing existing broken code. See you over there !

                    PS My dates are in UK format... I'm an Aussie ;-)
                    PPS Files are really Excel .xlsx... renamed to .zip. Just rename if you want to open in Excel.

                    Oh, one last thing... just to clarify... I am doing this OUTSIDE of Ninja. Yep... NT does not even have to be running..
                    Attached Files
                    Last edited by tgn55; 07-10-2020, 11:40 AM. Reason: Extra info

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                      #25
                      I have something to clarify re the grouping... which I am about to attempt to code in my custom trades report thing...

                      If you are using ATM to scale out, I guess that would show in the TP reports, and maybe NT7 had an option to group those.
                      In my strategies, I typically don't use ATM. (See footnote below for reasons...)
                      So, I might enter 5 contracts, but have 4 profit targets, and 1 "runner" with a trailing stop, all of which currently appear in the trades report as separate trades.

                      I think the intention of the OP is to report all of these.. even with NO ATM template involved... as a single trade, rather than 5 trades. Right?
                      Now, I may hit complications if another entry execution gets inserted in there before the original position is closed out... and this will probably make the tracking of such grouped trades more challenging... but, I am just looking for confirmation of my planned approach before I spend too much time coding it.

                      So... comments please !!! As I don't really know exactly how NT7 did it.

                      * [ Why don't I use ATM in my strategy code? Well... I can't optimise it, which I quite like to do.. so... I wrote my own ATM code - which I can run through the SA optimiser.]

                      Comment


                        #26
                        I have just started looking at NinjaTrader 8. I've used Ninjatrader 7 for 15 years and was stubbornly unwilling to change. I've liked a few things in the system, but the lack of a group atm trade strategy function is so bad that I won't be able to use this. I was so excited about the ability to add more targets, but without the group function it becomes a big mess. It means exporting to excel and manually grouping the strategies. The beauty of having the many targets is to scale out more evenly when you have many contracts, but to have a big string of these and not be able to see a "trade total" is pretty worthless to me. Just sayin'. I can't imagine who wouldn't want this function unless they dont scale or don't trade many contracts.

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                          #27
                          Has this been implemented yet? If not, and if the notifications for this thread have not just been silenced by the NT mods, please add my vote! I'm new to Ninjatrader and have only been using it for about a month and a half. It is extremely frustrating that I have to calculate these statistics manually when there is such a nice trade performance report available in the program. Why not at least have the option to group by ATM strategy? If there are people who don't like it, well then they could just turn it off. After reading this thread and finding out that it was once a feature within NT7 and then removed for NT8 my mind is blown. What an obtuse decision NT! ...And after so many thousands of views for years NT is still reluctant to add a simple checkbox? Why do I have to use another program like Excel or Numbers or whatever, just to log my ATM strategy performance? This is such a waste of time and energy for me every day.

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                            #28
                            Hello I would like to add my vote for this feature request. The Trades section of the Performance Report and its carryover into the "Summary Report" is critical to me in evaluating my day.

                            Comment


                              #29
                              Please add my vote for SFT-1490. It is ridiculous to have not addressed such a clear and obvious fundamental need over such a long period of time. Who have you developed NinjaTrader for, active traders or someone in charge who doesn't have a clue about basic user needs? Take a number and wait endlessly without feedback for things like this that any active trader would have known should have been in the product from day one is not acceptable.

                              Comment


                                #30
                                It is absolutely mind-boggling that a feature as critical as grouping trades together for performance reporting was ever removed in the first place, and for it to still not have been added in over the past five years.

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