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BUG *** Cum. net pr does not match PNL *** BUG

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    BUG *** Cum. net pr does not match PNL *** BUG

    NT8 B11
    Finally on this version the PNL on the account window is displaying / matching broker info.
    However when I run trade performance the cum net pr is off approx.: 0.5%

    There was a previous fix which dealt with buggy recording of commissions... now that works fine however the calculation of cum net pr is off.
    Ticket below for the previous issue:

    http://ninjatrader.com/support/forum...ighlight=atata

    Data feed: Rithmic

    atata
    Attached Files

    #2
    Originally posted by atata View Post
    NT8 B11
    Finally on this version the PNL on the account window is displaying / matching broker info.
    However when I run trade performance the cum net pr is off approx.: 0.5%

    There was a previous fix which dealt with buggy recording of commissions... now that works fine however the calculation of cum net pr is off.
    Ticket below for the previous issue:

    http://ninjatrader.com/support/forum...ighlight=atata

    Data feed: Rithmic

    atata
    Hmmm..

    I took the difference of total and subtracted the other total.

    Subtracted out 11.04 twice.
    Subtracted out the other commission value and endEd up at $0.

    Comment


      #3
      Originally posted by sledge View Post
      Hmmm..

      I took the difference of total and subtracted the other total.

      Subtracted out 11.04 twice.
      Subtracted out the other commission value and endEd up at $0.
      Sledge, my issue is the PNL on the account window does not match the Trade Performance cum. net pr value. I assume these 2 values should match since both produced by NT 8.
      Is is the same for you all the time? Never been the same for me.

      atata

      Comment


        #4
        Hello,

        Thank you for your post.

        Within the Executions tab of the Control Center are you showing commissions currently being deducted for the same amount that is being displayed within the Trade Performance when compared?

        Also does this only occur when trading live or also within the Sim101 account?
        Christopher J.NinjaTrader Customer Service

        Comment


          #5
          Christopher, I've never looked the Executions tab yet... I will and I'll let you know.
          Regards to the comment "Finally on this version the PNL on the account window is displaying / matching broker info." is unfortunately not correct... PnL is off usually 1 commission meaning not a full round-trip just half of that. So this is close but not close enough. It seems whoever is doing the coding for the PnL piece doing a pretty sloppy job testing it... Hope this helps.

          atata

          Comment


            #6
            Did you pass this issue back to development? Is there any tracking number on this issue? The Trade Performance report is very messed up... it is always off a lot... like 10% or over.

            Comment


              #7
              When time permits can you tell me if the Executions tab matches the commissions within the Account Performance Executions tab. Also so I can be sure I am testing the same on my end does this occur with both the live and simulation account?
              Last edited by NinjaTrader_ChristopherJ; 06-17-2016, 02:18 PM.
              Christopher J.NinjaTrader Customer Service

              Comment


                #8
                Christopher,

                I will let you know next week how the Executions tab vs Accounts tab vs Trade Perf commissions compares.
                I don't do much on the sim101 account... so can't answer your question. If there is any difference on sim101 account between the trade perf and the accounts tab I assume it is easy to see when you are testing.
                Whether the PnL on the Accounts tab is calculated correctly on the sim account how one could tell? without going back and analyze trade by trade. Well I won't do that, unless you guys pay me. All I know if a higher number of trades the Accounts tab PnL is off 1 commission from my brokers report.
                Did you submit anything to your developers?

                Comment


                  #9
                  I will forward this to our development team and I will follow up as soon as I gather additional information.

                  Thank you for your patience.
                  Christopher J.NinjaTrader Customer Service

                  Comment


                    #10
                    Christopher,

                    the execution tab shows only per trade commission no summary. I've looked at earlier this week and looked ok.

                    atata

                    Comment


                      #11
                      Originally posted by atata View Post
                      Sledge, my issue is the PNL on the account window does not match the Trade Performance cum. net pr value. I assume these 2 values should match since both produced by NT 8.
                      Is is the same for you all the time? Never been the same for me.

                      atata
                      All I was saying that the difference was commissions $ amount in the case you originally reported.

                      If no one around here can do math...

                      I don't use commissions, as I tried once in NT8 and simply gave up. Too confusing. No straightforward examples like for ES that I saw at the time.

                      Comment


                        #12
                        Christopher, not sure what is going on... yesterday I've traded a lot more than today well I was stupid yesterday and today I was smart. Anyway yesterday the PnL on the account tab matched up perfect with broker, today again 1 commission less that the broker.
                        My feed is Rithmic,
                        No after restarting NT 8 all number are matching up... weird. I meant the Account tab PnL vs broker PnL.
                        Also did verified it manually so the broker was all the way correct yet NT 8 at one point was calculating 1 less commissions.

                        Comment


                          #13
                          Thank you and I have forwarded this over to development to look into further.
                          Christopher J.NinjaTrader Customer Service

                          Comment


                            #14
                            I can confirm this morning is the same as before as per the "Accounts" tab PnL calculations goes...

                            1/ Executions tab showing commissions along every trade correctly.
                            2/ Commissions calculations matching broker /thumbs up/
                            3/ Broker PnL = Accounts Tab Gross realized - Accounts Total comm /CALCULATED CORRECTLY/
                            3/ Accounts Tab Realized/Total PnL = Broker PnL + 1 commission
                            4/ Disconnect from broker/reconnect -> Accounts Tab Realized/Total PnL displays the correct Amount

                            "Trade Performance"

                            I did not check before reconnect however it is usually always off. Surprise: after reconnect all values calculated correct...
                            I will follow up on this the next couple of days.

                            Hope this helps

                            Comment


                              #15
                              What is the latest on this BUG?

                              Hi there, just want to make sure this won't loose any traction... as before this is still seriously buggered up. See attached. While the commissions are calculated as per broker correct yet the "Accounts" Tab "Realized PnL" and "Total PnL" are off 1 commission.
                              The "Trade Performance " calculation is way off...

                              atata
                              Attached Files

                              Comment

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