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Strategies: Instrument data mismatch

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    Strategies: Instrument data mismatch

    Hello Support,

    I am not sure if this bug has been reported earlier - there is a data mismatch in Strategies window.

    See attached screen shots:

    1) Position and Avg Price fields reported one row under where it should be (DD, IBM, TRV), Unrealized PnL is reported correctly

    2) Actual positions, the only three opened that day (never traded DIS, INTC, UTX).

    Is there any fix?

    Regards,
    Kornel
    Attached Files

    #2
    Thank you for the report, Kornel.

    I just ran a simple multi instrument strategy and didn't see this here. Can you check the version you're using under Help > About?

    Can you share a simple strategy we can run on our end - we can compare results of this here.
    Ryan M.NinjaTrader Customer Service

    Comment


      #3
      NinjaTrade Version: 64-bit 7.0.1000.2
      .NET/CLR Version: 2.0.50727.4952

      Attached is the sample source code, set up screen and screen shots demonstrating the issue.

      It might be related, as this is multi-instrument strategy, that one symbol is always selected twice (AMGN in this case) - once selected as "base" instrument (which is an unavoidable must) and it is also the first in the list.

      In practice I load all symbols from file but I have to chose one in set up screen - this one (AMGN) is missing in list which appears when the strategy is expanded [+], possibly not missing in Position and Avg Price counter thus the offset. It would be nice if all symbols are listed in expanded Strategy list (Strategies tab) in case of multi-instrument strategy and on the main Strategy row to have Instrument field populated just with "Multi-Instrument" text instead of one of the instruments (AMGN) and what is most important to have Unrealized and Realized PnL sum over all instruments. This would provide more useful information in Strategy row for multi-instrument strategies.

      Thanks,
      Kornel
      Attached Files
      Last edited by kornel; 02-01-2011, 07:29 AM.

      Comment


        #4
        Thank you, Kornel. We were able to see it once we added an additional time frame to the primary series. It will be fixed in the next release 7.0.1000.3
        Ryan M.NinjaTrader Customer Service

        Comment


          #5
          Sounds great! Thanks for prompt response.
          Kornel

          Comment

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