Perfomance Report Problems

[SellUmHi]

The Performance Report does not accurately report the values from IB or even from the Account tab in Ninja. I have attached a document that clearly illustrates the problem. I used to use the report to help me keep track of how my trading was doing during the day, but it appears that it is not useful. Can you tell me what is causing the discrepancy?

[NinjaTrader_Ray]

Account tab is data given by IB directly. Performance report generates statistics on executions stored in the database. Executions are only recorded as you are logged into IB. If you carry positions overnight, the entry execution from a prior day ago would not be included in today's report and therefore reporting only reflects executions recorded for the time period selected. We plan to change this for NT6.

[SellUmHi]

That might make sense if I closed out of any overnight trades, which I did not.

Even more odd is that just 1 hour earlier the Net Profit showed approx. $9200.00. I had another successful trade which should have broughtthe Netup to $9440.00. Yet the report started displaying $3478 with no successful or losing trades.

Pretty impossible since I did truly take 47 trades & most were successful.

[NinjaTrader_Ray]

Statistics are generated based on executions. Therefore, we should look there to see if the reporting period does not contain all the executions that it should. After generating a report, you can look to the executions tab to see the execution list used. You can also export to Excel. If there are missing executions, that would be the reason why stats are off. Then we would need to determine why the executions are not part of the reported period.

[SellUmHi]

I have checked every day to verify that all of the trades are listed in the execution tab. When I compare to IB, they are. And yet the Performance Summary Report is still off. It isn't even close tocorrect after the first trades are closed, let alone at the end of the day.

How soon will you be correcting how this report is getting its data so that it will report correctly? As a day trader, accurate intraday profit & loss reporting is very important.

[NinjaTrader_Dierk]

As Ray suggested: Please make sure the executions prices match those you expect. Any difference on the reports comes from:
- missing executions
- different executions prices
- different execution quantity

[SellUmHi]

Any progress on getting the Performance report to rely on Broker information instead of the NT database? (We are using the 5.2.0.1 BETA 1version)

I know that you have asked that I look at the trades & compare to IB. I have done that & they all match. Yet the Performance Summary report is wrong.

It is critical that we know where we are money wise throughout the day as trades are closed out.

[NinjaTrader_Ray]

If the executions match and the report is incorrect, we need to a reproduceable scenario. If you can reproduce, let me know what statistics are not correct and we will then take it from there.

[SellUmHi]

What do you mean by reproducable? Are you asking for aprintout the list of trades from the Broker, clip out the NT trades into a spreadsheet, and show you a screenshot of the Performance Report?

[NinjaTrader_Ray]

No.

For example:

You run a report for today. The executions all show up. Statictis are not calculated accurately.

Ray

[fanus]

I have the same problem with mine and already sent my database and everything to Vince over a week ago. Each time I asked for an update, he just said he overlooked my e-mail and will get back to me.

I even get different results for the same week depending on which date I start the report. For example if I start the report on 3/3/06 I get different results for week 5/15/06 than when I start the report on 4/3/06.

The problem is because of a trade opened and closed on 4/28. When I start the peformance report on 4/3, the closed trade is correctly displayed in the trade report on 4/28. When I start the report on 3/3, the closed trade on 4/28 all of a sudden disappear and on 5/12.

As I mentioned above, I already e-mailed the database and provided you with instructions on how to reproduce the error.

- Fanus

[NinjaTrader_Ray]

Hi Fanus,

I am sincerely sorry about the delay you have experienced on this issue. I will personally follow up with Vin first thing tomorrow morning and look at the situation myself and report back to you.

Regards,
Raymond Deux
President

[SellUmHi]

I was wondering if the Beta version 5.2.0.2 has a fix for this issue?

[NinjaTrader_Ray]

I am not sure what your issue was, you never got back to me with a reproducible scenario. Fanus's issue was that a few executions were not in the database. You said that your executions were all there. This means these are likely two separate issues.

It is possible thatexecutions do not get recorded. This could happen if your computer crashed or NT crashed a split second before recording the data. For NT6 we will make this fault tolerant.

Ray

[trymph]

I had a similar situation where I was trading manually but had a strategy up and deleted the targets/stops then closed position manually. Also had some trades with <none> strategy. Question I have is with all the executions being there in data base shouldnt performance "trades" generate the same cum profit/loss either as "group by strategy" clicked as unclicked? All the trades are the same I'd think.