Profit Totals Mismatch

[RJay]

Attached are my sim trading for today.

I have removed all slippage and commissions alterations to profit totals prior to todays trades.

Total for all three strategies - $ 1,950.00

Total on account summary tab - $ 1,862.00

I have seen this happen every day for the past week.

Some days the difference is over $ 200.00

It seems to happen when all strategies are auto flattened at the end of day.

Can you confirm and fix this?

Thanks,

RJay

[NinjaTrader_Bertrand]

Thanks for your post rt6176, can you please rerun the account performance only for one day, in your screenshot it includes 13th and 14th of May.

[RJay]

Thanks for your post rt6176, can you please rerun the account performance only for one day, in your screenshot it includes 13th and 14th of May.

My trading day is from 06:00 PM to 04:00 PM. The strategies had been active for that amount of time.

I can give you what you want if it will make a difference. I don't see how.

RJay

[NinjaTrader_JoshP]

Your performance results may be including results from your prior session then. You say session is 6PM to 4PM. It starts again at 6PM and is inside your same date.

Please check the trades tab and ensure you are looking at the same total trades and that there are no "extra" trades from prior sessions rolled into it since 5/13-5/14 doesn't care about your 6PM-4PM session breaks. It will just show everything from 12AM-12AM on those dates.

[RJay]

Your performance results may be including results from your prior session then. You say session is 6PM to 4PM. It starts again at 6PM and is inside your same date.

Please check the trades tab and ensure you are looking at the same total trades and that there are no "extra" trades from prior sessions rolled into it since 5/13-5/14 doesn't care about your 6PM-4PM session breaks. It will just show everything from 12AM-12AM on those dates.

I reset the simulator and recalculate Account performance to "0" after each trading day. (After 04:00 PM but before 06:00 PM)

Each trading day starts clean. I manually startup the strategies at the beginning of each trading day. 06:00 PM

Posted results were collected aroung 04:15 PM.

Strategy specific 'Exit on Close" set to false. This allows trading thru the 12:00 AM without being forced out.

[NinjaTrader_JoshP]

rt6176,

Please still check the executions/trades tabs and correlate them with the ones from your strategies.

[RJay]

rt6176,

Please still check the executions/trades tabs and correlate them with the ones from your strategies.

Executions/trades tabs match summary Tab info.

None of them match the sum of the strategies on Strategies Tab.

[NinjaTrader_JoshP]

rt6176,

You need to compare the trades/executions from the Performance report to the trades/executions of your actual individual strategies in the Control Center. There is no need to compare trades/executions from Performance report to Summary tab in Performance report.

[RJay]

rt6176,

You need to compare the trades/executions from the Performance report to the trades/executions of your actual individual strategies in the Control Center. There is no need to compare trades/executions from Performance report to Summary tab in Performance report.

Your software compiles all trades of all strategies together. There is no way for me to seperate them.

See Examples.

Scratch that. Your file size limit is so small I can't post the pictures.

[NinjaTrader_Bertrand]

rt6176, you can send me the pictures with YouSendIt to support at ninjatrader dot com Attn Bertrand and I will take a look.

[RJay]

I'm not the only one.

http://www.ninjatrader-support2.com/vb/showthread.php?t=14351

[NinjaTrader_Bertrand]

rt6176, every is case is different - please send us your files for review as instructed in my prior post - thanks!

[RJay]

NT,

Trading in sim...

My suspicions were correct. When strategies are flattened at end of day, open trades are closed and these trades are not added to the totals in the account performance tabs.

Totals are correct on the strategies tab.

RJay

[NinjaTrader_JoshP]

rt6176,

Please provide reproducible steps. Strategy settings, etc. Does this happen for you on SampleMACrossOver? Thank you.