Problem with realized PnL of real account in IB

[pstrusi]

Hi ninjas,

I put the Algo to work as always from 17:15 Sunday,it did 2 trades with a positive realized PnL in my real account. This realized PnL is well calculated and shown in the Strategies tab of the control center, but it failed to do the same in the Accounts tab, where simply there's no any realized profit, just the an increased account value, I mean: my account equity is bigger than it was initiated but the realized PnL comes zero; so:

- Why does this happen and how can I solve it?

I got all platform software updated:
- IB TWS : Version 938.1e from April-22
- NT: Version 7.0.1000.16 from last week

The trace file is more than 1 Mg, so I can't upload it, I'll try the mail

[NinjaTrader_Bertrand]

pstrusi, are you aware of any connection losses seen in the traded period? What would the realized pnl at IB directly show? Would you mind sending us your trace and logs file to support for review of the events seen?

Thanks,

[pstrusi]

Bertrand, the trace file is more than 1 MB, so I must be sent by direct mail. So, how should I identify this mail to you?

[NinjaTrader_Bertrand]

No worries, please just use Help > Mail to Support then or submit to support at ninjatrader dot com to my Attn.

[pstrusi]

Hi Bertrand,

Since I'm about to run live scripts again, I'd like to ask you, if this issue ( NT doesn't pull correctly the Account realized PnL through the "GetAccountValue(AccountItem.RealizedProfitLos s)" ) has been solved already.

Thanks

[pstrusi]

Hi Ninjas,

Doing more testing of the Script, it seems that there's a little issue regarding the RealizedProfitLoss. It's simple: the Script has a module which makes me know when it changes the market position, quantity and the actual realized Profit/Loss of the account; this last info is very important to me cause I have a condition in the Script that basically let the Script runs UNTIL a certain profit or loss is achieved. The issue is that I always get ( by email ) the previous RealizedProfitLoss and not the actual one, which is clearly shown in the NT's tab Strategy and Accounts. What I'm afraid of is that value is not taking properly actualized in the condition if the Script must continue or stop. How can I be sure that this value is properly taken? The snippet below:

protected override void OnPositionUpdate(IPosition position)
		{
			if (position.MarketPosition != MarketPosition.Flat)
			{
				SendMail ("[email protected]", "[email protected]", "Algo Summary ", Position.MarketPosition.ToString() + ".  P/L " + GetAccountValue(AccountItem.RealizedProfitLoss).ToString());
			}
		}

Thanks

[NinjaTrader_ChelseaB]

Hi pstrusi,

I gave this a test and was able to confirm this behavior.

I believe the issue here is that the account realized pnl is not being updated for a few milliseconds. I've tested this in OnExecution, OnPositionUpdate, and OnOrderUpdate but all of these seem to happen before the account realized is updated.

I am testing this with the Sim101 account and the simulated data feed and I am still able to reproduce this behavior.

If I add the print to OnMarketData and wait for even a single tick to pass the realized pnl is updated. You may try using a bool that is flipped after the position update that waits for OnMarketData to run at least once. That worked for me, however, as I mentioned I am using the Sim101 account and 1 tick seems to be long enough for a wait to get the correct pnl. It may take longer on a real account.

[pstrusi]

Thanks a lot Chelsea for this help and your effort in taking these test to confirm. Your suggestions will definitively be helpful. I'll try to do my best with it.

Best regards and a Merry Christmas