PnL Calculation in NT

[Zeos6]

Hi,

Is it possible to specify FIFO/LIFO for calculating PnL in Ninja on trades? If yes, how would one do so. Also, does the latest version Of NT allow Fill or Kill for orders? It was requested some time ago but I am not sure whether it had made its way into the latest release. Thank you.

[NinjaTrader_Matthew]

We will use FIFO for avg price by checking this option under Tools--> Options--> General Tab--> Use FIFO for position avg. price calculations. There is not an option for LIFO


We have not yet added FOK orders, however there is on our development teams list of future considerations. I'll put a vote in for you regarding this feature.

[Zeos6]

Thank you for the reply Matthew. I would really like to see FOK as sometimes it is difficult to track partial fills.

I understand how to get the FIFO option. Thanks.

Incidentally, if the FIFO option is not activated as you indicated above, what does the system use for its calculations?

[NinjaTrader_Matthew]

It will use the last avg price when scaling out. Here is a post that shows an example of both settings and how they'd operate:

http://www.ninjatrader.com/support/forum/showpost.php?p=240664&postcount=2

[Zeos6]

Thanks Matthew.