Strategy Analyzer - Trade Profits

[muruganinv]

Hello,

When I run a simple strategy on an Instrument Profit per trade is not calculated as (Entry price - Exit Price)* Quantity. Profit also does not linearly get multiplied as per Quantity traded. Instrument Currency Indian Rupee, Exchange: NSE, Point Value is 1 and Tick size is 0.05. The following are the Currency Profit values reported for executed trades in Strategy Analyzer in different iterations with default order quantity changed.

Market Pos Qty Entry price Exit Price Profit I Expected
Long 1 10680.80 10712.85 -79.81 32.05
Long 10 10680.80 10712.85 1001.88 320.50
Long 100 10680.80 10712.85 11818.75 3205.00

Pl. advise if there is any issue in the settings or any other parameters to be set.

Thanks,
Murugan.

[NinjaTrader_PatrickH]

Hello muruganinv,

Thank you for your post.

Can you provide the profit you did see and not the profit you expected?

I look forward to your response.

[muruganinv]

Hello PatrickH,

For a Long Trade quantity 1 with Entry at 10680.80 and exit at 10712.85 I see a loss -79.81 and I expect a profit of 32.05. Similarly in same scenario for a quantity of 10 I see a profit of 1001.88 and I expect a profit of 320.50.

Thanks.

[NinjaTrader_PatrickH]

Hello muruganinv,

Thank you for your response.

Can you attach a screenshot of these values that also shows the window you are viewing these in?

To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool: http://windows.microsoft.com/en-us/w...#1TC=windows-8

Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment: https://www.java.com/en/download/faq/screenshot.xml

I look forward to your response.

[muruganinv]

Hi,

Pl. find attached the screenshots of Instrument and Strategy Analyzer. I have removed the commission. You may pl. notice that the profit/loss for each trade has been calculated by NT as (Exit Price-Entry Price)*Quantity*3.75. Not sure why Profit is multiplied by 3.75. I am using the standard strategy builder without unlocking code.

Thanks.

[NinjaTrader_PatrickH]

Hello muruganinv,

Thank you for your patience.

May I ask what Region and Time Zone your PC is set to?

I look forward to your response.

[muruganinv]

Hello Patrick H,

Home Location Under Region set to India. Time Zone under Date and Time set to UTC +05.30 Mumbai.

Thanks.

[NinjaTrader_PatrickH]

Hello muruganinv,

Thank you for your patience.

Can you provide a screenshot of the NIFTY_I as you have it set up under Tools --> Instruments? Please select the instrument after searching for it and then 'edit' and take the screenshot.

I look forward to your response.

[muruganinv]

Hello Patrick,

Attached the NIFTY_I instrument settings.

Thanks.

[muruganinv]

Hello Patrick,

I tried same strategy with another Stock RELIANCE_I with similar settings. (screen shots of results and instrument attached). In this case the Profit / Loss is multiplied by 2.5 for all trades. Pl. check and advise.

Thanks.

[NinjaTrader_PatrickH]

Hello muruganinv,

Thank you for the additional information and your patience.

Please repair your database and let me know if the behavior continues.

• Disconnect NinjaTrader from any open connections via Control Center > Connections > Disconnect
• From the NinjaTrader Control Center window select the menu Tools > Database Management
• Click on 'Repair DB'
• Press the "Repair" button

I look forward to your response.

[muruganinv]

Thanks PatrickH for the response. I tried, there is no change in the results.

Thanks,

[NinjaTrader_PatrickH]

Hello muruganinv,

Thank you for your response.

Does this behavior occur when testing the SampleMaCrossover on the same instrument? Is the MACO essentially the same strategy as the SampleMaCrossover?

I look forward to your response.

[muruganinv]

Hello PatrickH.

Sorry for the late response. Answer is Yes for both questions. Thanks.

[NinjaTrader_PatrickH]

Hello muruganinv,

Thank you for your response.

I would like to review some files from your installation if possible. Can you reach out to me at platformsupport[at]ninjatrader[dot]com?

If so, please place 'ATTN: Patrick H - 2048936' in the subject line and reference this thread in the body of the email.

Please send me your log and trace files. You can do this by going to the Control Center-> Help-> Email Support. Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.

I look forward to assisting you further.