Take Profit shows a Negative value

[TEC96]

• Hello,
  
  While I am new to NinjaTrader and all its great abilities, I have encountered a situation that I cannot explain.
  
  I am trading in Simulation, for now, testing out some strategies.
  
  I am using a fairly simple ATM for this. As you see no strategy is used and a pretty docile SL and TP.
  see pic below.

• While trading, I happened to notice my Gross Realized P/L start to decrease, yet I was hitting some of my Take Profits.
  
  I was reviewing my "Trades ($)" view and noticed that some of my Take Profit were actually negative. Strange?
  See pic below.

• These 5 trades with negative Targets profits, I feel are either the product of a bug or some aspect of NinjaTrader that I don't understand.
  Has anyone experienced this as well? If so, any clues as to why?
  
  Again, thank you for any help you shed on this..

[NinjaTrader_Clayton]

Hello TEC96,

Thank you for writing in.

I'd like to preface this conversation with the fact that the Trade Performance report has no bearing on actual trades that occurred and should always be considered secondary to your brokerage statement. NinjaTrader has no concept of 'trades', but simply pairs together executions. There are many reasons why a Trade Performance report can become out of sync. A few examples of this:

• Execution Pairing Differences
  • NT uses FIFO to pair executions, the brokerage uses Hi/Low to pair executions. This is the primary difference why a brokerage statement and NinjaTrader Trader Performance tool does not match.
• Currency Conversion
  • We use the current cross rate for currency conversion at the exact time the trade is done. We use CME forex futures for futures trades and forex FX pairs for FX. However, this is not how it actually works in the brokerage account. The broker will not convert these currencies after each trade but at their discretion dynamically.
• Commission & Fees
  • The trade performance window does not account for exact customer commission rate or any fees appended to the statement. The trade performance window is not an account ledge/journal. As such PnL reports will grow a wider and wider discrepancy when compared to a brokerage statement PnL for the same period.
• Mark to Market
  • The trade performance window does not take into account mark to market roll behavior that a brokerage account does.
• Executions
  • NinjaTrader only has access to executions it sees. If NinjaTrader does not see an execution because NinjaTrader was not logged in the Trade Performance report will be inaccurate until such time as a customer will manually add an execution to the Trade Performance window to bring it back in sync.
• Calendar Day vs Statement Period
  • A brokerage statement is not calendar days but statement days. Trade performance window runs on calendar days. Hence it's possible that for the same selected period NinjaTrader will have a different execution list it is looking at compared to the same days on an account statement report.

That said, the values provided on the Accounts tab are, at a base level, provided from your data provider/brokerage. Your broker can always confirm your live account balance.


For us to look into what is causing this behavior specifically, we will need to take a look at your Log, Trace, and Database files which can all contain private/sensitive information.

Please use the steps below to send us a message with your log, trace, and database files attached so we may look into this behavior further:

• Go to the Control Center > Help > Email Support
• Select: Platform Technical Support
• Enter the subject as: Clayton ATTN 03251850"
• Include any additional information in the Body as desired
• Ensure the "Log and trace files" box is checked
• Expand "Other files" > Check the box next to "Database file"
  • Send the email

Please let us know if we may provide any further assistance.

[TEC96]

Thank you for your detailed and prompt response. I have emailed support and provided files.