Forex calculation is wrong with eSignal

[sju10544]

Hi support,

I have attached a picture which shows a forex trade in the GBPUSD pair. As you can see, the calculation of P/L is very strange...
This happens not with any futures markets.

My base (first) connection is eSignal and then I connected with a real and a SIM account to Interactive Brokers. That means I feed the chart with data from eSignal and fire the trades to the IB accounts.

I'm using NT 6.5 (last version) and have already delete the old database and started with a fresh new one. Nevertheless the problem exists.

I can't switch to NT 7 because I'm using a third party indicator package with automated strategies.

Any ideas to solve this?

Thank you very much.

Jens

[NinjaTrader_Bertrand]

Hi Jens, is this in connection with TWS 900.6? Which pip setting are you using in this setup (Tools > Options > Misc)?

[sju10544]

Hi Bertrand,

the version of the TWS is: 904.6 (from Apr.16 2010) and Java Version 1.6.0.20.

The PIP setting is 1 PIP and IMHO that's O.K. because I have some trouble with the HalfPip setting with the USDCAD and all my backtest based on the full PIP settings.

Hope that helps.

Thanks a lot.

[NinjaTrader_Bertrand]

Thanks Jens, then I would suggest retrying with TWS 900.6 as this is our currently supported version (it's still available from us directly) -

http://www.ninjatrader.com/webnew/support_interactivebrokers.htm

http://www.ninjatrader-support2.com/ninjatrader/TWS/tws40_install_900.exe

[sju10544]

Hmm... have change to the older TWS 900.6 version but problem still exists. Obviously it has nothing to do with the TWS version.

[sju10544]

No more ideas?

[NinjaTrader_ChristopherJ]

Do you currently have commissions applied? If so please go to Tools-->Options-->General tab-->Uncheck "Apply commission to PnL calculations"-->Click Ok.

If this is unchecked already please reset your instruments by going to Tools-->Options--Misc tab-->Reset Instruments. Next please remove USDCAD from your Default list and add it back in.

Also does this issue continue when you use a quantity of 1.

Please let me know if the issue persists after these procedures.

[sju10544]

Hi Chris,

that's it! After unchecking the "Apply commission" box it works. So obviously it was my fault, because I don't have insert the right commissions in the commission field....

So in order to do it right, could you please give me an example for this settings (commision level, unit etc.).

The next question I have is, if it is better to use the newest TWS version although NT is supporting only the 900.6 version?

Thanks for your answers.

Jens

[NinjaTrader_Kyle]

Hello Jens,

1.) Please see the following link to our Help Guide for an example of configuring commissions: http://www.ninjatrader-support.com/H...issionTab.html

2.) With the current version of NinjaTrader, it is critical that you continue to use version 900.6 of TWS to ensure that all interactions between Interactive Brokers and NinjaTrader occur normally.