Bug: Account Performance with one template selected

[shawnj]

6.5.1000.16

There is a bug in Account Performance. It looks likes the date filter (From, To) does not work when only a single Template is selected. See first attachment. When All the Templates are selected, the date filter does work. See second attachment. I assume this is a bug (not a feature ) because as it currently is, we cannot isolate the performance for a single Strategy Template for today only (for example).

thanks,
shawnj

[NinjaTrader_Chip]

Hello shawnj,

Thank you for your post.

Please note: The Templates selection is for ATM strategy templates only.

The date issue you are experiencing is not a bug. The performance reporting can only be accurately generated if generated from a starting point where you were last 'flat'. If that means that you were last flat before the starting date selected, then you would see all those older-than-start-date trades as well.

Please let me know if I can answer any additional questions.

[shawnj]

<<
Please note: The Templates selection is for ATM strategy templates only.
>>

All the trades in attached Performance Report are Atm strategy templates.

<<
The date issue you are experiencing is not a bug. The performance reporting can only be accurately generated if generated from a starting point where you were last 'flat'. If that means that you were last flat before the starting date selected, then you would see all those older-than-start-date trades as well.
>>

What? Look at the attached image BugAccountPerfOneTemplate.png. Look at the entry dates and exit dates. I was flat before 8/30/2010, I was flat at the end of 8/30/2010, I was flat at end of 9/1/2010 and again on 9/2/2010. This is a day trading strategy.

Perhaps I'm not understanding what you are trying to say. I think I should be able to just evaluate the day trading performance for that atm strategy for 9/2/2010 only. I was flat coming into that day and I was flat at the end of the day. I can fully understand that any open positions will not be shown in the Account Performance.

If you look at attached image BugAccountPerfAllTemplates.pgn, the only thing different is that the All Templates check box is checked. The resulting Performance Report includes the Atm strategy that the first image is isolating however in this Performance Report, it is correctly only showing 9/2/2010.

shawnj

[NinjaTrader_JoshP]

The filtering is not done on a trades basis. It is done on an executions basis. Please use the executions tab to see what it says on the positions column.

[shawnj]

The Bug exists on the Executions tabs exactly the same as I documented it on the Trades tab. See attachments. Though its off the screen, the Position is clearly flat at the end of 9/1/2010. As you can see, it is clearly flat at the end of 8/30/2010. As I think I understood the original attempt to explain this, 8/30/2010 should not be in the Filtered Set.

When the All Templates check box is checked, the date filter is properly filtering down to just 9/2/2010. When just a single template is selected, the date filter is not working properly.

shawnj

[NinjaTrader_Bertrand]

shawnj, Josh will be back tomorrow and take a look then - thanks for the patience.

[NinjaTrader_JoshP]

shawnj,

Please send in your database file. Thank you. It is the file located at Documents\NinjaTrader 6.5\db as the NinjaTrader.mdb. You can use the Help>Send to Support feature and check the database checkbox. In the subject, please include a link to this thread with Attn: Josh. Thank you.