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Ninjatrader 7 Sim Inverting trades so winners are losers and vice versa.


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Ninjatrader 7 Sim Inverting trades so winners are losers and vice versa.

  #1 (permalink)
Rory
 
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I'm just wondering if anyone else has had this issue.

Seemingly a SQL Server Compact Edition corruption?

I have a couple of added Sim accounts for testing strategies in NT 7. I had noticed that sometimes when I manually add up the trades it differs to the report.

In the past few days I have manually traded the accounts and I can see for certain something is getting corrupt.

1. If I place a trade on Sim2 short and close with a profit it shows as a loss. The same trade made in parallel on Sim3 account shows up correctly as a profit? Sim2 was working correctly this morning until it flipped.
2. If I choose to report the date range 25 August to 25 August it includes results from 24 August listed under Trades. I'm using default 24/7 session template set midnight to midnight and I am on Chicago time.

Repair database and reset instruments has no effect.

Sim3 account is correct and of course I can reset the Sim2 account but it makes me wonder how many times testing has been corrupted by NT not counting the trades correctly? I'm certain this glitch has cropped up many times of the last two years just I hardly noticed.

I have seen times when I was certain I made a winning trade but it was counted a loss, I guess I figured its was a FIFO glitch but this happens with 1 contract. You win win win and then somethong changes and wins get recorded a losses, seemingly it flips back again.

Anyone seen anything like this Sim profit/loss reporting flip?

Is there maybe a more advanced SQL Server CE repair that could be run manually?

Thanks!
Rory

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  #2 (permalink)
 
rleplae's Avatar
 rleplae 
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Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
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Rory View Post
I'm just wondering if anyone else has had this issue.

Seemingly a SQL Server Compact Edition corruption?

I have a couple of added Sim accounts for testing strategies in NT 7. I had noticed that sometimes when I manually add up the trades it differs to the report.

In the past few days I have manually traded the accounts and I can see for certain something is getting corrupt.

1. If I place a trade on Sim2 short and close with a profit it shows as a loss. The same trade made in parallel on Sim3 account shows up correctly as a profit? Sim2 was working correctly this morning until it flipped.
2. If I choose to report the date range 25 August to 25 August it includes results from 24 August listed under Trades. I'm using default 24/7 session template set midnight to midnight and I am on Chicago time.

Repair database and reset instruments has no effect.

Sim3 account is correct and of course I can reset the Sim2 account but it makes me wonder how many times testing has been corrupted by NT not counting the trades correctly? I'm certain this glitch has cropped up many times of the last two years just I hardly noticed.

I have seen times when I was certain I made a winning trade but it was counted a loss, I guess I figured its was a FIFO glitch but this happens with 1 contract. You win win win and then somethong changes and wins get recorded a losses, seemingly it flips back again.

Anyone seen anything like this Sim profit/loss reporting flip?

Is there maybe a more advanced SQL Server CE repair that could be run manually?

Thanks!
Rory

I have seen similar things, best is to do the math in your own code outside NT if you are testing strategies.

I haven't drilled this down to the detail
I guess some of it has it's origin in the fact they keep the average price and not a per trade result

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  #3 (permalink)
Rory
 
Posts: 2,743 since May 2014
Thanks Given: 5,444
Thanks Received: 8,140



rleplae View Post
I have seen similar things, best is to do the math in your own code outside NT if you are testing strategies.

I haven't drilled this down to the detail
I guess some of it has it's origin in the fact they keep the average price and not a per trade result

Thanks @rleplae, at least I'm not alone

My main bot TPV in Chicago is a custom affair alright, NT7's bugs forced me into getting it professionally coded it but I had not noticed this additional 'feature'.

I was experimenting with taking trade signals from TPV (from 8 instruments) and executing on NT 7 (as I knew how to interconnect). Trashing the results like this.. I really do wonder how many poor souls abandoned decent ideas because the platform let them down. That is happens with manual trades means its not the dummy strategy.

I recall now you updated the SQL version to fix that ATI bug, do you think its worth a try or any problems you have found since?

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rleplae's Avatar
 rleplae 
Gits (Hooglede) Belgium
Legendary Market Wizard
 
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863


Rory View Post
Thanks @rleplae, at least I'm not alone



I recall now you updated the SQL version to fix that ATI bug, do you think its worth a try or any problems you have found since?

If you talk to the compact SQL database directly, you must be sur to be on the right drivers like
the one's that are in NT7, not sure about NT8, haven't looked what they do there in such depth

During one week i roughly generate one thousand orders and in the weekend i flush the DB, i don't keep
positions open, and that has been quite stable now...

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