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Realized Profit Issues While In Trade

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    #31
    One more thing, since I am using named orders for targets I think this has a high probability of being the source of the bug inside Ninja as shown here:


    LongExitOrders[i] = ExitLongLimit(0, true, execution.Order.Filled, High[0], "LX1", "LE2");

    I am tying the exit to the entry.

    Ninja may be getting the open profit calcs confused because it is not pulling off the right order....

    Just a thought...

    Comment


      #32
      To clarify: Use FiFo for position avg price calcs is only active if NT calculates the position price. Sample:
      - strategy position on strategies: calculated by NT
      - position on DOM is an account position: price is provided natively e.g. by Zen and IB (above setting is not effective) but calculated by NT for other providers (including sim account on any provider)

      -> you need to exactly nail down what you believe is incorrect where and under what conditions

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        #33
        supposed to read :

        LongExitOrders[i] = ExitLongLimit(0, true, execution.Order.Filled, High[0], "LX2", "LE2");

        sorry for the previous typo

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          #34
          OK, let me try to do that.

          Mark

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            #35
            Please mail me your findings to "dierk AT ninjatrader DOT com". Thanks

            Comment


              #36
              I'd like to see this improvement in the next release

              I know that this thread was finished a long time ago, but I just read thru it and would like to support this request.

              I'm not so much concerned about the strategy as much as I'd like to see this on the SuperDOM.

              Specifically and related to this thread, I would like to see on my DOM the realized PnL plus the Unrealized PnL at any given time. I know that it currently can't do this, but it would be great to add this as an option to the properties fo the SuperDOM.

              Currently you can see the realized PnL when flat or you can see the Unrealized PnL for the current trade when you're in a trade. The distinction is very important to the strategy that I use. I need to see exactly where I'm at for the day both realized and unrealized at any given time.

              I hope that makes sense. I think Ninja is awesome, but would love to see this addition in the next release or update.

              Let me know if this is something in the works or not.

              Thanks.

              Comment


                #37
                Thanks fro your suggestion. We'll add it to the list of future considerations.

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