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really annoying performance reporting
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really annoying performance reporting

  #11 (permalink)
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ThatManFromTexas View Post
@NinjaTrader

I understand what you are saying, but if he ran a report each day and totaled all the daily reports, and then ran a report for the entire period (inclusive of all entries and exits) , the two totals should be equal, right?

No, that is not right.

Let me further clarify…

- Brokerages send out daily statements and mark your open positions to market (settlement price)
- This allows your statement to carry forward starting with fresh PnL calculations for each day
- NinjaTrader is not a brokerage and does not send out statements and thus only has historical trade fills to generate reports

If you generate a report and you have open positions that start prior to the report start date then performance report will be inaccurate to your actual trading results however, it is accurate to the data set you have asked it to run statistics on. Thus, you should always start a report on a day where you started the day flat. Then the trade pairs generated will start with correct entry fill.

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  #12 (permalink)
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dmau View Post
@ThatManFromTexas
I have a feeling that it might just a be a generally buggy aspect of the software.

Which is kind of troubling when you are supposed to trusting it with thousands of dollars

There is nothing buggy about it. I have outlined to the best of my ability the math and logic applied and why.

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  #13 (permalink)
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@NinjaTrader. I understand this
Length of date range is irrelevant. There are three fills on the 5th, the 1st one has to be used as the entry and the 2nd one closes it. That's one trade. The third is then an entry but has not exit to pair it with thus there is one trade pair that can be generated.
10 Minutes Ago 02:21 AM

Sorry its late here. .


Howver this doesnt really solve my problem at all. As the individual days are correct but the full range -(starting from flat is very wrong)

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  #14 (permalink)
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infact the greater the range is the larger the discrepancy is.

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  #15 (permalink)
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dmau View Post
@ThatManFromTexas
I have a feeling that it might just a be a generally buggy aspect of the software.

Which is kind of troubling when you are supposed to trusting it with thousands of dollars

@dmau

I depend on NT for charts and handle order management.

I depend on the clearing house for accounting.

My daddy always said... "Use the right tool for the right job" .. but then again , he would say, "Hand me a crescent wrench.." and I'd say..."What size?" ... and he'd say ... "It don't matter...I'm gonna use it for a hammer"

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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  #16 (permalink)
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dmau View Post
@NinjaTrader


Howver this doesnt really solve my problem at all. As the individual days are correct but the full range -(starting from flat is very wrong)

Practically it's really simple to diagnose on your own. I will try to provide some guidelines...

- Reports are only as good as the input
- The input are the executions
- We build trade pairs from these executions
- You will need to compare input from the full range report to the individual reports to see where there is a difference in trade pair construction since that will give you insight as to why there is a difference

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  #17 (permalink)
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its not simple to diagnose at all because I did not manually record my trades individually. But I recorded profit and loss which more or less matches up with NT figures when I look at individual days.

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  #18 (permalink)
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*daily profit and loss I should say.

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  #19 (permalink)
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NinjaTrader View Post
No, that is not right.

Let me further clarify…

- Brokerages send out daily statements and mark your open positions to market (settlement price)
- This allows your statement to carry forward starting with fresh PnL calculations for each day
- NinjaTrader is not a brokerage and does not send out statements and thus only has historical trade fills to generate reports

If you generate a report and you have open positions that start prior to the report start date then performance report will be inaccurate to your actual trading results however, it is accurate to the data set you have asked it to run statistics on. Thus, you should always start a report on a day where you started the day flat. Then the trade pairs generated will start with correct entry fill.

@NinjaTrader

Bear with me, I'm old and slow on the uptake....

If you start the DAILY reports on a day where you started the day flat and run the last daily report on a day where you ended flat, and then ran a report for the entire period INCLUSIVE of the first entry and the last exit, would the totals of the daily reports then equal the total for the period report?

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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  #20 (permalink)
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yes. those 2 numbers are equal but they are both incorrect. - not even remotely close-



Also I have even got into the discrepancy under the accounts tab. cash value 107k (approx) - yet realized number is -$150 and the cash started at 100k
.....

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