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I have been testing out ninja trader with simulated trading for the past few weeks.
The problem is performance reports not even closely matching reality.
If I look at each day of trading individually (day by day)in the performance report summary e.g. From date X , To Date: X then add up each day the numbers seem very close to what I believe I have traded.
However if I put from date A (first day of trading), To Date: z(last date of trading) then everything is totally wrong.
Ninja support have really tried to help, but despite best efforts we are not getting anywhere. I really
I do trade overnight e.g. Start time 10pm end time 4am. I would expect (and I would personally record) the profit/loss from a trade to be on the date it was closed. And I suspect this can create some inaccuracies , However regardless of which way you look at it things should roughly correspond.
More info:
Average trade loss / win would be around $500.
When I add up each day individually from the performance report I get a net profit of about 9k
When I look at the entire range at once, it says approx NEGATIVE 2k
Thats a huge discrepancy, particularly when you consider the trade sizes.
Anybody else experiences similar issues?
Any advice?
Thanks,
Dean
Can you help answer these questions from other members on NexusFi?
Without taking a screenshot of everyday if taken an example to show you things are not working out
Start date was 23/05 (so I took a screenshot from 22th to be safe - does not affect the report from what I can see)
end date as of now
This shows a net loss of 1935
(this should be around 9k profit)
to give a specific example of how things are odd.
See next screenshot end date 01/06/ - net loss at this point is negative $235
So sometime between then 01/06 and today I have lost another 1700ish according to ninja reports
Now looking at individual days after and including 01/06 all were NET PROFIT days. (except for 05/06 negative -150). ( Did not send screen shots of 03/06 as it was sunday so not trades)
Also I should say 31/05 was positive as well.
Hope this is clear...
FYI- if I use start date 24/05 until today I get a net profit of approx $4888. Then when I look at each individual day prior to the 24th , all yielded positive results)
I have not followed up with my support team on this case nor have I read in detail your post but I did want to offer up one point of understanding.
NinjaTrader performance reporting is simply a set of calculations of fills that have a time stamp within the date range specified. The first step in the process is to filter the fills and then pair them to form trades. If positions are carried over night then surely you can have different results since the trade pairs will be different if you change dates.
Example:
Enter 1 June 4th
Exit 1 June 5
Enter 1 June 5
Exit 1 June 5
In the fill flow above, if you generated a report from June 4 through 6, you would see two trades reported (Entry June 4th and Exit June 5th) and (Entry June 5th and Exit June 5).
If you generated a reported June 5th through June 6th, you would only see one trade reported where the exit on June 5th is the trade entry and the entry on June 5th is the exit.
As you can see, the result would yield different results. NinjaTrader has no way of knowing if a fill is truly an entry or exit thus it has to build trade pairs starting with the first fill as entry in the date filtered dataset.
I am not sure if this is an explanation for your situation but might help to understand what is happening under the hood.
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.
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?
I'm just a simple man trading a simple plan.
My daddy always said, "Every day above ground is a good day!"
