Average price & Commission in SuperDom

[kevinnt]

I am on Continuum as my data vendor, and I noticed that when I scale into positions, the price auto calculates the average price of my positions in SuperDom, however when I scale out, it keeps re-adjusting the average price of my remaining positions.

Also total commission paid does not show in the live trading SuperDom.

I used to trade at Velocity with NT in the past, and it never used to do either of this. Is this a data vendor problem? Would Kinetick not face the same issue?

Note that I have both boxes checked in Tools -> Options for FIFO avg price and including commissions, but it does not affect what's displayed in SuperDom.

[NinjaTrader_ChelseaB]

Hello kevinnt,

I have made a few videos to demonstrate these.

First, I've made a video demonstrating that PnL is included with unrealized PnL in the SuperDOM.
http://screencast.com/t/FxMVKqcEkq

Who are you connected to?

What account are you trading to?

On what instrument - connection do you have your commissions on?

The second video demonstrates that FirstInFirstOut does work correctly for the avg price.
http://screencast.com/t/nFUHr1X3E

Can you make a video demonstrating that this is not the case?
I created this video using Jing which is free.
http://www.techsmith.com/download/jing/

[kevinnt]

Hi Chelsea,

Thanks for your response. I am connecting via Continuum, however I noticed one odd thing. I don't see "Ninjatrader Continuum" as an account connection. I only see "Continuum". Note I am on version 7.0.1000.26

Similarly, if I go to my Account Connection Set Up and click Add, for my "Provider", I only get the following options:

Barchart.com
Continuum
ESignal
Google
IQfeed
Kinetick
Yahoo

I don't get the specific "Ninjatrader Continuum" option like you do. I'm wondering if that may be contributing to the problem?

I've also set my commissions for ES within the Instrument manager, but it only reflects in Sim and not in my live connect. When I'm flat after trading live, it always shows me my Gross PNL, not Net.

Again, I use Ninjatrader Brokerage and connect using Continuum.

Thanks.

[kevinnt]

Chelsea,

I've sent the link to the video directly from Ninjatrader to Platform Support. I've referenced this thread.

Thanks,
Kevin

[NinjaTrader_ChelseaB]

Hello kevinnt,

Thank you for creating this video.

This video does demonstrate First In First Out activity.

The first order is filled at 2037.50.

The second order is filled at 2038.75. This averages to 2038.25 (2038.12 rounded up to the nearest tick).

Then an exit order exits the first trade that entered at 2037.50 removing that price from the avg price leaving the order that filled at 2038.75 still open and the avg price becomes 2038.75.

This is what to expect with First In First Out. The trade in was the first trade out leaving the second trade still open.


Regarding the commissions, first it can be confusing to add commissions to both the global and individual instrument settings. Are you only wanting the commissions applied to the ES or do you want the commissions applied to all future instruments?

May I have a screenshot of the commissions you have set (with the plus "+" clicked next to that instrument/connection type?

May I have a screenshot of order window you are trading from?

I look forward to receiving the screenshots.

[kevinnt]

Chelsea,

Replied to you with details via email.

Thanks.