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Account performance

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    Account performance

    Something appears to be goofy with the account performance.

    Generating a report using today and all of the ATM strategies and all of te instruments selected (default) I would think that the total net profit should match the value under the Accounts tab, realized profit. The accounts tab matches what the broker indicates. The account performance is way off. Any suggestions?

    #2
    Running thru the trades, I think I found part of the problem. The profit calculation on this one trades is way off - see attached.
    Attached Files

    Comment


      #3
      Hello,

      Most of the time when this happens it indicates that you may have checked Group Trades By ATM Strategy setting when you Generated the report. This will change the results of the report substantially in most cases. Please insure that Group Trades By ATM Strategy is unchecked, if it is please included a screenshot of all of your Account performance settings with the advances tab open.

      I look forward to assisting you further.
      BrettNinjaTrader Product Management

      Comment


        #4
        See attached.

        Also - notice the previous post, I am fairly certain this is the only bad profit calc for the day.
        Attached Files

        Comment


          #5
          Hello,

          Thanks for clarifying that.

          Broker Provided Information:
          http://www.ninjatrader-support2.com/...ead.php?t=5474

          The PnL provided in your account is provided by your broker and with IB includes commissions. It looks like that commissions also setup in NinjaTrader, these NinjaTrader commissions would be added in the Account Performance section and could differ on the commissions you have on IB's side. Please check these commissions settings.

          Commission can be included in your PnL calculations provided you have correctly configured NinjaTrader. Commission values can be defined for each connectivity provider per instrument and per instrument type.
          Commission values are used in the following order:
          • From the instrument if a commission value has been defined else
          • From the instrument type if a commission value has been defined else
          • No value is used since none have been defined
          Please follow the instructions below to define commission values per instrument type:
          • From within the NinjaTrader Control Center window select the menu Tools > Options
          • Select the tab "Commission"
          • Click here for details on defining a commission values

          Please follow the instructions below to define commission values per instrument:
          • From within the NinjaTrader Control Center window select the menu Tools > Instrument Manager
          • Double click on the instrument you wish to add a commission value for
          • Click on the "Misc" tab
          • Click here for details on defining a commission values
          Critical: Ensure that 'Apply commission to PnL calculations' is enabled under Tools > Options > General tab.

          These changes will only go into effect moving forward.
          BrettNinjaTrader Product Management

          Comment


            #6
            Thanks for the reply. That makes sense.

            I had had the commissions set up for paper trading and I thought that was all it applied to.

            NT can't pick up actual broker commissions? What happens if I leave the commissions blank?

            Comment


              #7
              Hello,

              Correct, broker commissions are transmitted in your case as they are integrated into your PnL number, however the account performance commissions cannot be transmitted. Leaving them blank will give you an account performance report that has no commissions factored in.

              Let me know if I can be of further assistance.
              BrettNinjaTrader Product Management

              Comment


                #8
                Also - notice the ANR trades on the thumbnail. The entries are dated 5-3 and the exits are dated 5-4, hence the large price discrepancy.

                No positions were held over night - I do not know where the 5-3 entry date is coming from in NT.

                Comment


                  #9
                  Hello,

                  This shows that a position was held overnight. If you need us to confirm you can send your log files for today 5/3 and 5/4 to support at ninjatrader dot com and reference this forum post.


                  You can find these files at the following locations, please attach these to a return email:


                  Start Menu--> My Documents--> NinjaTrader 6.5--> Log--> log.20100503
                  for today. (log.yyyymmdd for any other date)

                  Start Menu--> My Documents--> NinjaTrader 6.5--> Log--> log.20100504
                  for today. (log.yyyymmdd for any other date)
                  BrettNinjaTrader Product Management

                  Comment


                    #10
                    In fact, looking at today's performance I am noticing the same thing on ANF.

                    Both instruments were traded on the day prior, but nothing was held over night.

                    Comment


                      #11
                      Hello,

                      I had a similar problem and had fixed it per your above suggestion but may have made it worse by my action. I just had to correct the commisions amounts on the performance reports and did as you instructed above but it did not change. I then did a Data Base Repair thinking that would fix it and now each date's report includes trades from the previous day and the trades no longer match up and the commisions are still wrong. Any suggestions?

                      Comment


                        #12
                        Hello rmyrick,

                        Unfortunataly we are not able to fix specific executions in your local files.

                        If there are issues with your trade history you can reset this by clicking Tools > Options, Then Misc Tab.

                        Hit the reset DB button to clear your trade history.
                        Ryan M.NinjaTrader Customer Service

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