Strategies Tab

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Strategies Tab

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The Strategies tab displays running and terminated strategies in a data grid.

 

Note: The IncludeTradeHistoryInBacktest property is set to false by default when a strategy is applied directly in the Strategies tab. This provides for leaner memory usage, but at the expense of not being able to access Trade objects for historical trades. Thus, fields such as SystemPerformance.AllTrades.Count that rely on references Trade objects will not have any such references to work with. If you would like to save these objects for reference in your code, you can set IncludeTradeHistoryInBacktest to true in the Configure state. For more information, see the Working with Historical Trade Data page.

tog_minus        Understanding the strategies tab

Strategy Display

Active and stopped strategies are listed as a grid and can be started/stopped by left mouse clicking the check box in the Enabled column.

 

ControlCenterStrategiesGrid

 

Green highlighted "Strategy" name indicates a currently running strategy.
Orange highlighted "Strategy" name indicates the strategy is waiting until it reaches a flat position to be in sync with the account position before fully starting. (Please see the options Strategies Tab section for configuration options)
Black highlighted "Strategy" name indicates a disabled strategy.

 

Strategies using multiple instruments will be expandable so that each instrument's strategy position can be viewed. In the image above, the second strategy is using ES 06-14 as well as MSFT which is shown below it.

 

Columns can be re-ordered and re-sized at will, and individual columns can be enabled or disabled via the Properties window accessible in the Strategies grid's Right-Click menu. The following columns are displayed in the Strategies grid by default:

 

Strategy

The name of the strategy

Instrument

The instrument on which the strategy is enabled

Data Series

The interval type and value associated with the strategy's instrument

Parameters

The values of any user-defined parameter inputs used by the strategy

Position

The Strategy Position (independent of the Account Position)

Acct. Position

The Account Position (includes positions not entered by the strategy)

Sync

Compares the strategy position to the current real-world account position relative to the configured instrument.  A value of true indicates the strategy position is currently in sync with the account position.

 

Note:  A strategy which is in "Wait until flat" (yellow) is considered "flat" regardless of the historical strategy position

Avg. Price

Average price of positions entered by the strategy

Unrealized

Any unrealized profit or loss of an open position entered by the strategy

Realized

Any realized profit or loss of positions entered by the strategy

Account Display Name

The Display Name of the account on which the strategy is enabled

Connection

The connection on which the strategy is running. This column will be blank for disabled strategies

Enabled

A checkbox indicating whether the strategy is enabled. This box can be checked or unchecked to enable or disable a strategy.

 

The following additional columns can be applied through the grid's Properties window:

 

Account Name

The "Account Name" -- not to be confused with the "Account Display Name." These two can differ for live brokerage accounts, and the "Account Display Name" tends to be more descriptive.

 

Tip: Please note the sync column compares only the individual strategy position to the account position, it will not generate a total strategy position for all strategies run on the same instrument / account combination.

 

 

Right Click Menu

Right mouse clicking within the strategies grid opens the following menu:

 

ControlCenter_StrategiesContextMenu

 

New Strategy...

Run a new automated NinjaScript strategy

Edit Strategy

Brings up the Edit Strategy window to edit the strategy parameters for the selected strategy. (Only disabled strategies can be edited)

Synchronize All Strategies

Will aggregate all strategy positions and syncs aggregate value to the accounts position for the instruments that have running strategies.

Enable

Enables the strategy

Disable

Disables the strategy

Remove

Removes the selected strategy from the grid

Strategy Performance

Generates a performance report for the selected strategy (See the "How to view strategy performance" section below)

Filter Only Active Strategies

Displays only active strategies

Filter By Account

Sets which strategies to display by account

Always On Top

Sets if the window should be always on top of other windows

Show Tabs

Sets if the window should allow for tabs

Export

Exports the grid contents to "CSV" or "Excel" file format

Find...

Search for a term in the grid

Print

Select to print either the window or the order grid area.

Share

Select to share via your share connections.

Properties...

Configure the strategies tab properties

tog_minus        How to view strategy performance

Strategy Performance

While the Account Performance tab will generate performance report against your account's trade history, the Strategy Performance menu allows you to generate a performance report against the trades generated by the selected strategy.

 

ControlCenter_Strategies_StrategyPerformance

 

Real-time - Generates performance data for your real-time trades only (since the strategy started running) and will exclude historical trades. If your strategy held a virtual position (calculated against historical data) upon starting, a virtual execution representing the average price of this position will be injected into the real-time results to ensure that a trade pair can be created with the executions resulting from the closing of this position.
Historical & Real-time - Generates performance data for both historical and real-time trade data.
Historical - Generates performance data for historical data only.

tog_minus        Strategy tab properties

ControlCenter_Strategies_Properties

Strategy Tab Properties

General


Filter only active strategies

Displays only active strategies

Filter by account

Displays only strategies running on the selected account

Grid font

Sets the font for the order grid

Tab name

Sets the tab name

Columns

Sets that columns are enabled or disabled

 

How to Save Property Presets

Once you have your properties set to your preference, you can left mouse click on the "preset" text located in the bottom right of the properties dialog. Selecting the option "save" will save these settings as the default settings used every time you open a new window/tab.

 

If you change your settings and later wish to go back to the original factory settings, you can left mouse click on the preset text and select the option to restore to return to the original factory settings - please note though that you cannot save a custom default to restore to.

 

Note: A number of pre-defined variables can be used in the "Tab Name" field. For more information, see the "Tab Name Variables" section of the Using Tabs page.