Account tab data update frequency and gross vs net

[biegea]

Hi,

Two questions:

1. When trading with a CQG connection and a live account, in the Account tab, I expect the Gross Realized and Realized PnL fields to update in relative real time as my positions tick up and down, like it does on Sim accounts. Is this a correct or incorrect expectation? I ask because these fields in fact do not update except when subsequent orders are filled. The 'Positions' tab does seem to update in realtime for my live account, but the Accounts tab does not.

2. What is factored into Realized PnL vs. Gross Realized PnL. I assumed it would be the "Commissions" value when I have applied a given commissions template, but the math is not working out. I saw the expected Gross Realized PnL but more money subtracted from Realized PnL that would have been appropriate based on my specified "Commissions" value.

Thanks in advance,
biegea

[NinjaTrader_PatrickH]

Hello biegea,

Thank you for your note.

Realized Profit and Loss is the closed Profit and Loss, it does not update in real-time - only on the close of the trade does it update.

Are you looking for Unrealized Profit and Loss? Unrealized Profit and Loss being the Profit and Loss of the currently open position(s)?

For your questions on Gross Realized PnL, where are you viewing this? Is this the Trade Performance window? Have you had the Commission template applied to the account for every trade you made?

I look forward to your response.

[biegea]

Thank you for the speedy reply on Friday. Let me revise and try to clarify my original question.

My questions are based on what I am seeing in the Control Center window > Accounts tab

1. Yes, thank you for your correction -- the "Unrealized PnL" is what I would expect to see tick up and down in real time for one (or multiple) open positions. But it does not. It just sits at zero.

2. I have found the "Commissions" field/column which I have brought onto the Account tab grid which does account for the math I see between Unrealized and Realized, but which is way off in terms of commissions that should be calculating. It shows over $100 for what should be about $15 of commissions over 3 RT trades. I did not notice what value it started the day at -- however, I did notice that the last trade seemed to add the right amount to my Realized PnL, which makes me think it calculated the commissions correctly, but that still leaves me with about $90 of commissions cost reflected in the field which I don't understand.

Thank you,
biegea

[NinjaTrader_PatrickH]

Hello biegea,

Thank you for your response.

The Realized PnL on the Accounts tab is updated with the CQG connection, but the Unrealized PnL is not. You can find more information on the account items that update at the following link: http://ninjatrader.com/support/helpG...TheAccountsTab

Commissions do not affect the account items on the Accounts tab.

Please let me know if you have any questions.

[biegea]

Thanks, Patrick. Unrealized PnL does not appear in the table in the link you shared, but I hear you - apparently it will not be updated for CQG accounts (even though I don't understand why - it's the same math happening on the Positions tab).

What about "Total Commissions"? As I write this note early in the morning, my Total Commissions value has not reset from yesterday even though other fields like Gross and Realized have appropriately stopped showing yesterday's accumulated wins/losses. This incorrect Commissions field then, is weighing on my Realized PnL.

See last row in the following image (others are sim accounts):


(If image fails to render: http://prntscr.com/fu9y0v)

Thanks,
biegea

[NinjaTrader_PatrickH]

Hello bigea,

Thank you for your response.

The Positions tab Unrealized PnL is handled by the platform where as the Accounts tab is displaying that which is presented from the account connection.


The PnL values on the Accounts tab for Continuum and CQG are not affected by the Commissions reported in the platform.

Please let me know if you have any questions.

[biegea]

The PnL values on the Accounts tab for Continuum and CQG are not affected by the Commissions reported in the platform.

Patrick,
That's incorrect. The Total commissions field *does*
impact the PnL columns. And the Total commission field is not resetting for each session as I would expect. Please advise.
http://prntscr.com/fupmwq

http://prntscr.com/fupmwq

Thank you

[NinjaTrader_PatrickH]

Hello biegea,

Thank you for pointing that out.

Can you restart Ninjatrader and advise if the Total Commissions is still reported for the prior session?

I look forward to your response.

[biegea]

Hi, thank you for acknowledging the issue I was seeing.
Yes a restart resets the commissions value properly.
Thank you,
biegea