View Full Version : Strategies Marked on Charts
06-12-2007, 12:28 PM
When a strategy is added to a chart in real time and I subsequently change one or more settings in the strategy and "apply" it--does the chart change only from that point forward, or does it go back and change the trades, etc. earlier in the day also? (I am not changing the code, just the user variable settings)
I also notice that in real time I am getting fills for orders (for an example, a stop loss) at a price the bar never touches--are the trades marked on the chart on the bar that it executed on or ???
For example, I have an order to exit @ stop loss of 837.2, the order is filled and I exit at 837.2, but it is marked on a bar who's low was 837.3--it never reached 837.2--however, the next bar did reach 837.2 and lower. Is this an issue of where the trade is being marked on the chart-or of execution?
06-12-2007, 12:34 PM
1) Changes the entire strategy. Its the same as removing it and adding it back again with new parameters.
2) Two things to understand. Executions are plotted based on time of the execution. If you are running live in the Sim101 account, don't forget that this is sim and fill prices in simulation may be outside what the real-market may print therefor, you can see a situation where the chart low is 1000 but the execution was at 999.75.
06-18-2007, 11:44 AM
Thanks Ray. I have some follow-up questions.
1) If I have multiple strategies running in the (Strategy) Control Center on the same instrument at the same time--it appears if I have "plot trades" on for a chart of that instrument (no matter what timeframe or volume), it displays all the running strategies for that instrument. Is there a way for me to select which strategy(s) to display on the chart but still have the non-selected strategies run in the background? If I can't do this, what is the best way to get the trades to display on the chart with the 'calling' strategy name that created the trade?
2) How do I clear out the trade data so I can get a fresh chart? As I am building and testing a strategy, I often do not want to see the trades made earlier in the test (that same day)---because it was using code no longer in use.
3) In the "Performance" tab, in the "Trades" grid, there is a column called "Strategy"---but mine is always blank--where does this data come from? My ultimate aim is to be able to track daily or intraday performance by Strategy and since this is missing on this grid, I have no convenient way to do this.
4) Related to this last question, can I run the overall summary report and show performance summarized by Strategy (not ATM Strategy)?
06-18-2007, 01:20 PM
1) When a strategy is NOT running, it will show executions independant of a strategy for the account selected when Chart Trader control is open or for all accounts if Chart Trader is not enabled. What you can do is run your strategies on different Sim accounts while testing. You can create additional simulation accounts in Tools > Options > Simulator
2) Tools > Options > Simulator > Reset
3) Will confirm what this is in a later post.
4) No you can not.
06-18-2007, 02:35 PM
On item #3, currently only ATM strategy names are displayed here. We have added a change request to include the NinjaScript strategy name for a release later this year. This will make it easier for you to run reports by strategy.
07-16-2007, 05:52 PM
I too would like to run report on different strategies. One question though, how do you run strategies to different sim accouints? I have created different sim accounts but can never select anything other than Sim101 in the DOM.
07-16-2007, 07:11 PM
NT 6.5 will allow you to run a strategy specific performance report via the Strategies tab.
You can only select non Sim101 simulation accounts in a paid version of NinjaTrader. The free version limits you to the Sim101 account only.
07-16-2007, 07:25 PM
OK I see that I can select different sim accts. I guess the free version confused me. Thanks for pointing that out.
07-17-2007, 08:14 AM
It seems that if I call the ATM strategy from a Ninja script strategy it still goes to the sim101 account, anyway to specify that?
07-17-2007, 08:32 AM
Yes, when you run a strategy, the strategy dialog has an "Account" drop down list. Select the account you want orders to be routed to.
07-17-2007, 10:11 AM