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juice · 11-22-2008, 10:14 AM

I scale in and out of trades. Lets say I buy 1 contract, then but another, then sell one, then buy another, then sell two... now I would be flat but I only consider that one trade. It seems that NT does not during Performance Reporting.

Is there a way to define a trade for performance reporting as "Trade starts when first entry for that instrument and ends when flat"?

Please let me know if this question is not clear. Thanks

NinjaTrader_Ray · 11-22-2008, 10:38 AM

Trade pairs are defined as executions paired together. If you were filled 5 long on one execution and then had 5 partial exit executions for one contract each you would have five trade pairs.

juice · 11-22-2008, 10:49 AM

Is there a way to change that setting? To define a trade as I suggested?

NinjaTrader_Ray · 11-22-2008, 11:09 AM

If you trade using ATM strategies, then when generating a report check the "Group by ATM Strategies" otherwise, there is no option.

11-22-2008, 10:14 AM	#1
juice Member Join Date: Oct 2008 Posts: 58 Thanks: 0 Thanked 0 times in 0 posts	How Does NT Define a Trade for Reporting I scale in and out of trades. Lets say I buy 1 contract, then but another, then sell one, then buy another, then sell two... now I would be flat but I only consider that one trade. It seems that NT does not during Performance Reporting. Is there a way to define a trade for performance reporting as "Trade starts when first entry for that instrument and ends when flat"? Please let me know if this question is not clear. Thanks
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11-22-2008, 10:38 AM	#2
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,163 Thanks: 6 Thanked 45 times in 32 posts	Trade pairs are defined as executions paired together. If you were filled 5 long on one execution and then had 5 partial exit executions for one contract each you would have five trade pairs. Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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11-22-2008, 10:49 AM	#3
juice Member Join Date: Oct 2008 Posts: 58 Thanks: 0 Thanked 0 times in 0 posts	Is there a way to change that setting? To define a trade as I suggested?
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11-22-2008, 11:09 AM	#4
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,163 Thanks: 6 Thanked 45 times in 32 posts	If you trade using ATM strategies, then when generating a report check the "Group by ATM Strategies" otherwise, there is no option. Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

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