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

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  • atata
    started a topic BUG *** Cum. net pr does not match PNL *** BUG

    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

  • atata
    replied
    Today so far so good. "Performance Report" is working as expected.

    Leave a comment:


  • atata
    replied
    Well today "Performance Report" is off...

    NinjaTrader_ChristopherJ,

    I've created a separate issue "ticket" for the Accounts tab "Realized PnL" and commission bug. Jessica is dealing with it.

    So until today I did not see any issues with Performance Report. Yet today it happened. Performance Report was off 1 commission, meaning manual calc came back with odd number of contracts rather than even number of contracts. Of course did not match broker.

    If the same person is working on this who did it for NT 7 than I suggest someone else shall take it over since "Accounts" tab "Realized PnL" never ever worked correct in NT 7 as soon as commissions are involved.

    The only reason I did not complain since under the "Accounts" tab there is the "Cash Value" I really care about while trading. This has been changed in NT 8.

    Leave a comment:


  • NinjaTrader_ChristopherJ
    replied
    Prior to restarting NinjaTrader were the values in the Accounts tab correct?

    Leave a comment:


  • atata
    replied
    Checked and was able to "replicate" the same issues today

    Meaning, "Trade Performance" reports are matching broker while "Accounts" tab does not.
    I've noticed after restarting NT 8 RC2, "Accounts" tab does reset to the correct values...

    How to recreate:
    Place a lots of orders with commissions defined for the profile.
    Connection is Rithmic.

    Hope this helps,

    atata

    ps.: I did not trade as much as yesterday however commissions on "Accouns" tab if I remember correctly were ~double of the actual value today.
    Last edited by atata; 10-14-2016, 04:56 PM.

    Leave a comment:


  • atata
    replied
    Not so hot yet... found some issues...

    Hi there,

    3rd day using RC2.

    Trade Performance reporting so far so good.
    Added up commissions -> matched broker, also checked Cumulative Net profit -> matched broker as well.

    Accounts tab not so hot. Commissions are off they do not match Trade Performance.
    I am not sure how the Accounts tab info is calculated however assuming something to do with the Executions tab which is off as well.

    So further looking into where the BUG might come from, I've found that the Executions tab reports 4 fills prior to even placing one... those extra 4 commissions are the exact difference between Accounts tab commissions vs. Trade Performance/broker.

    Today I obviously over traded and the amount of trades /31 round trips on CL/ showing that there is still a bug.
    Yesterday I did not check closely so not quite sure how yesterday reporting ended.

    Hope this helps.

    atata

    Leave a comment:


  • atata
    replied
    Vow!!! Looking good, Billy Ray! Feeling good, Louis!

    So far so good. I'll let you know if I see any issues.

    Thanks,

    atata

    Leave a comment:


  • atata
    replied
    only one trade and NT 8 RC1 is out on lunch...

    Hi there, I've made only 1 CL trade and got stopped out with a 1 tick winner...
    NT 8 is reporting $25.76 commissions on the accounts tab???
    Trade performance report correct however.

    atata
    Attached Files

    Leave a comment:


  • atata
    replied
    I will and let you know the outcome.

    atata

    Leave a comment:


  • NinjaTrader_ChristopherJ
    replied
    I have seen some inconsistencies as well while testing RC1 however was unable to reproduce within the next version. Once the next version of NinjaTrader 8 is available can you please let me know if you continue to see issues with PnL and the Trade Performance.
    Last edited by NinjaTrader_ChristopherJ; 09-16-2016, 11:11 AM.

    Leave a comment:


  • atata
    replied
    What has been fixed? Commission calculation is still off...

    Fixed 10082 Strategy, Trade Performance Strategy performance calcs had been off

    Leave a comment:


  • atata
    replied
    Why?

    Hi there, it seems after the first day of trading and Info on the Account tab is working as expected, meaning finally the Realized PnL = Gross realized PnL - Total commissions

    Data feed Rithmic:
    My question is, after disconnecting and re-connecting to broker account why the Realized PnL value becomes the same as the Gross realized PnL?

    Also what the Cash value assigned to on Rithmic since there is no field I could match this number to at broker. Well the closest is the Cash On Hand however the value is not the same.

    Why the "Trade Performance" is still way off? Looks like there are no code fixes on that one!!!

    Thanks,

    atata

    Leave a comment:


  • atata
    replied
    Originally posted by NinjaTrader_ChristopherJ View Post
    I have forwarded this to development and will follow up once additional information is available.

    Thank you again for your patience.
    Thanks very much for the update!

    Leave a comment:


  • NinjaTrader_ChristopherJ
    replied
    I have forwarded this to development and will follow up once additional information is available.

    Thank you again for your patience.

    Leave a comment:


  • atata
    replied
    Sledge I c what you mean...

    Originally posted by sledge View Post
    How do you get mae/mfe to work? Mine are always identical.

    Hmm. .maybe because you are using commission and I'm not?
    MAE/MFE does not work for you without commissions? Interesting... I am not sure why PnL calculations seems to be an issue even in NT 7 however I won't bother on that one anymore... lets get NT 8 ironed out perfect... just sometimes it feels we are 1 step forward 3 step back...

    Leave a comment:

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