Ghost trade

[ScottieDog]

Hi,

I started 05:30am EST this morning, took 1 CL long at approx 112.81. Chart trader showed this trade on the chart, as usual.

Approx 30mins later (06:03) I added 2 CL contracts at 112.54 giving a better average. Chart trader then showed 3 lots long, and my average was shown as per normal (approx 112.63$).

06:13 I sold 2 lots, 112.73/.72 taking 10c profit on the average, stopped on remainder at about .63 (breakeven more or less on the average price).

So, a few hundred profit, nice I thought, 180$ or whatever.

Go into "Performance Summary" and generate report. Shows a 2340 net loss.... WTF ?

So, I go into the "Executions" tab to see what is going on....... I see my Executions listed there, from 05:30 exactly as I placed them... Hmmm. strange.

So then I notice the "Position" column to the right, inside "executions"... This states that my first entry of 1 contract at 05:30am actually put me into a position of 1S ? ? lol.... ummm. no, how the hell is that... it´s acting like I was in a 2S position from much earlier, so my 1 lot BUY put me to 1S as position... WTH ? There were no positions before 05:30am

In SIM on this platform. Am I ever going LIVE with it ? Doubtful. Anyone explain this seemingly "Ghost 2S" position I was in prior to my first trade of 05:30am this morning ? Unreal.

[ScottieDog]

Oh yeh, also on the performance summary it says.... average time in mkt, 268 minutes.... BUT I was in just about 40mins... Where did the 268minutes average come from ? The "Executions" tab clearly confirms there were no positions before the 05:30am trade.... That was my entry, why is the performance summary thinking I was in a trade prior to that.

I am setting 4/28/11 - 4/28/11 for the generate report. So only todays data.

[ScottieDog]

attached.

Seems to be indicating I was 2S before the buy at 05:30am but its clear to see that´s my first trade.

Also, Soon as I took the 1contract at 05:30 Chart Trader showed on screen, giving my 112.81 entry, when I added approx 30mins later at 112.54, ChartTrader moved my average down from the 112.81, and showed the average approx 112.63, just as it should do...

Chart Trader wasn´t showing any 2S from prior to the 05:30am trade.

I know its only SIM, but this is not feelgood factor.

[NinjaTrader_Jason]

Hello ScottieDog,

Can you please send me the log file for the day the trade occurred and the day before that. You can find log files at the following location.

Start Menu--> My Documents--> NinjaTrader 7--> Log--> log.20110428 for today. (log.yyyymmdd for any other date)

Please send it to support[at]ninjatrader[dot]com. Put 'Attn Jason' in the subject header and reference this forum thread.

Subsequently I will investigate the files and check why you experienced such behavior.

[NinjaTrader_Jason]

Please see my response on your email.


I do not see the buy order that filled at 112.81 at 5:30 AM. I do see a buy order being executed at 112.91 at 5:13 AM for the CL 07-11. After the order executed, you are in a long position. You submit a sell order at 5:14 AM for the CL 06-11, which puts you in a short position. So you are now long in the CL 07-11 and short in the CL 06-11.

Subsequently, you submit 2 sell orders - one for the CL 06-11 and one for the CL 07-11. You are flat as per the CL 07-11, but you are 2 short as per the CL 06-11.


4/27/2011 5:46:11 AM|1|64|Instrument='CL 06-11' Account='Sim101' Avg price=112.56 Quantity=2 Market position=Short Operation=Update Currency=Unknown


You restart NinjaTrader. Once re-connected to PFG, it still reflects the 2 short position as expected.

At 6:43 AM, you hit the Close button, so a Close order is submitted to close the 2 short position.


4/27/2011 6:43:11 AM|1|4|Chart trader close position


Subsequently, you are flat again. The Close order filled at 112.54.

I suspect you confused the CL 06-11 and CL 07-11. The behavior you describe does not match what is reflected in the log file. You refer to CL only as well and not CL 06-11 & CL 07-11.

[ScottieDog]

The behaviour I describe reflects the facts of what happened, as confirmed by the attached screenshot in this post, direct from the control centre.

I didn´t trade 07 CL this morning. And I didn´t trade at 05:13 either.

I don´t know what is wrong with the communication here, but the control centre executions list is what exactly happened, as per what I personally did trade this morning, and Chart Trader even agreed with me at the time, putting my position onto screen at the first 1xcl 06 long, then the 2xcl 06 long add.

Very concerning indeed.

[ScottieDog]

And OK, lets look at what you are saying.... you say I was trading 07 (which I wasn´t, but let´s go with your analysis) - So, I messed up, it happens (it didn´t happen, but let´s agree it did in this post). SO, according to you and the "log" I was short 2 x 06-11 at 112.56$ price.. OK.

Then you confirm, as per the "log" that I closed the same position at 112.54$ price. OK.

So, 2 cents loss with 2 contracts.... OK. How come the Summary shows me -2340$ for this morning then ? That was what alerted me to this huge electronic nightmare. It also shows me as in a trade for 268minutes on average, hmmmm, another mistake me thinks, that´s over 4 hours and you confirmed I started at 05:13 (which I didn´t, it was 05:30).

Whichever way it goes, something has gone terribly wrong. And let´s face it, with real LIVE money on the line this would be a lot more upsetting than it is now, and its extremely upsetting now - This is apart from the fact that the log is showing something completely different from what the control center execution list says I executed (the control center list attached below, is correct! The log isn´t).

[NinjaTrader_Jason]

Can you please send me your log and trace files via Help-->Mail to Support. Please put 'Attn Jason' in the subject header once more.

Please disregard my previous response, it handles the morning of 4/27.

In the mean time, please disconnect from your data feed and go to Control Center-->Tools-->Options-->Data-tab and click Repair DB. Subsequently check if it makes a difference in the Executions-tab.

[ScottieDog]

OK. Doing that now. Cheers. :-)

[ScottieDog]

OK. Did that, repaired database. Now there are no executions in the Executions tab.

I´ll be honest, I didn´t need to do that, I know my first trade was at 05:30am, and the screen-shot below was totally right, it was a 40min trade and I did it whilst awake. ChartTrader put my position onto screen at the fills of .81 and the addition at .54 It happened exactly like that. The problem is the analysis of the Performance Summary which says I lost 2340$ in the process...

Could you comment on the attachment ? This is what is important, because this reflects it as it happened, and is correct !

[ScottieDog]

Sorry my bad.... the executions list does have the trades in again, I didn´t reconnect to PFG before hitting the tab... Unfortunately now all the executions are shown as 06:24 LoL.

Attached.

[NinjaTrader_Jason]

I understand. Yes, the executions in the screenshot are reflected in the log file as well. However I am not sure why it is reflected as 1S position in your screenshot. I will need the files via Help-->Mail to Support to further investigate.

You mention that the Account Performance report lists a loss of $2340. Could you perhaps select the Trades-tab in the Account Performance-tab and make a screenshot of it as well.