NT8B8 - Playback - no realized values

[nailz420]

Strategies->Realized column shows 0 when running strategies in playback while account "Gross Realized PNL" and real-time strategy performance view show realized pnl.

[sledge]

Strategies->Realized column shows 0 when running strategies in playback while account "Gross Realized PNL" and real-time strategy performance view show realized pnl.

I've never seen that. Although I vaguely remember a post from a long time ago.

Can you be a little more specific about your setup? Are you using historical data or market replay?



You mean this strategies realized column? , in the control center?

[nailz420]

Using historical tick data for CL ##-## exported from NT7 . Yes, the realized column like in the screenshot is empty.

[NinjaTrader_Jesse]

Hello,

Thank you for the posts.

I wanted to check on this item, could you provide further information on the steps you are taking for the tests you are comparing?

Also can you test using one of the Sample strategies to see if this also occurs? It is hard to say with limited details on what may be happening so any kind of scenario you can put together from the steps you are currently using would likely be helpful.

I look forward to being of further assistance.

[nailz420]

I ran playback with the 4 sample strategies and only the MACrossOver one showed realized PNL (screenshot attached). Playback was on historical CL ##-## data imported from NT7. Tick Replay enabled, 24/5 trading hours, with standard order fill resolution and other defaults.

[NinjaTrader_Jesse]

Hello,

Thank you for the reply.

I wanted to check on this, I see that there is no market replay data available specific to the continuous contract for download, Can you tell me, had you recorded or downloaded the replay data in NT7?

Also could you confirm, do you have any other instruments that are not continuous contracts but instead are either a non futures instrument or a specific contract month that show this as well?

If there are any other non continuous contract instruments that also show this, that may be a more simple test as all of the data may be readily available, otherwise I would likely need to follow the same process as you and import the historical data from nt7 and record a day of replay data to test this.

I look forward to being of further assistance.

[nailz420]

I tested this with Historical data replay downloaded in NT7 and with Market Replay downloaded in NT8 and results are the same.I don't have any other instruments since I only trade CL.

[sledge]

I tested this with Historical data replay downloaded in NT7 and with Market Replay downloaded in NT8 and results are the same.I don't have any other instruments since I only trade CL.

Any luck reproducing?

I saw it 2 times today. I listed my steps.

http://ninjatrader.com/support/forum/showthread.php?p=451364