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Reporting in Esig Playback

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    Reporting in Esig Playback

    Hi:
    I am testing a strategy through the playback feature in Esignal. Everything is working fine except that I can't figure out how to get a p&l number. The reports are blank and the realized P&L column in the Accounts tab is zero. There are executions in the executions tab.

    Do I need to do something to get the reports to work?

    Thanks,

    Jonathan

    #2
    imported post

    Please verify, that your close the positions you created. Realized P&L only is calculated on closed positions.

    Also: Please test by placing orders e.g. in orders panel against the "Simulated data feed".
    DierkNinjaTrader Customer Service

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      #3
      imported post

      THanks for the quick reply!

      As far as I can tell the positions are being closed. They are managed by a strategy, I see entries, and then targets or stops being hit and the "woman" is telling me things are happening.

      I tried entering and exiting an order manually in the Orders panel. It was a loser :shock: and the p&l doesn;t show up in the Accounts panel and the report has nothing in it, ie all zeroes.

      I figure it's not supposed to work THIS way so I must have a wrong setting somewhere or not processing the trades correctly.

      Jonathan

      Comment


        #4
        imported post

        Which NT release are you running?
        DierkNinjaTrader Customer Service

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          #5
          imported post

          Looks like 5.0.1000.7

          Comment


            #6
            imported post

            Here is what I suggest: NT5.1B3 will be out in a few days. I fixed a bug related to PL calculation. Please try to reproduce the problem using that release and let us know.

            Thanks
            DierkNinjaTrader Customer Service

            Comment


              #7
              imported post

              OK, I'll wait for the next release. Since I posted, I'v been running several playbacks on different futures. It seems to do the P&L caclulcations inconsistently, ie, it will do it for a while and then stop or not do it at all. Very strange.
              Jonathan

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                #8
                imported post

                Just another note....in the Performance panel, there are no executions or trades listed in the sub-panels. In the main Executions panel, all the trades are listed. So it looks like the executions aren't making it to the Performance section of the program.
                Jonathan

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                  #9
                  imported post

                  Make sure you press the "Generate" button on the performance tab.
                  DierkNinjaTrader Customer Service

                  Comment


                    #10
                    imported post

                    Dierk...At first I thought you were underestimated my intelligence, then I realized that the date fields in the Performance Panel were set to todays date! So maybe you weren't. Doh!:shock:

                    Given this slight oversight on my part....now the reports work.

                    Now, there still is not P&L in the Accoutns Panel in the Realized P&L column

                    Comment

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