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Realized PnL and Commissions Columns - Unwanted residual values from prior days

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    Realized PnL and Commissions Columns - Unwanted residual values from prior days

    Bug report: Overnight, the prior session gross realized PnL amount in the DOM resets to $0.00, which is the desired behavior, so the next day realized PnL starts at zero. However, in the Market Analyzer, and in the Control Center - Accounts tab, prior session realized PnL values do not all reset to $0.00 overnight. Instead, the residual values from prior days accumulate until NT is restarted.

    In the Market Analyzer, it is the Realized Profit Loss and the Profit Loss columns that retain the accumulated residual realized PnL values from prior sessions, and do not reset realized PnL values to $0.00 overnight. A NinjaTrader restart resets all to $0.00, leaving only open position unrealized PnL. In the Control Center - Accounts tab, the Realized PnL, Total PnL, and Total Commissions columns reset realized PnL to $0.00 overnight, but not the commission portion which remains and accumulates each day until NT is restarted.

    As a result, all values in these Market Analyzer and Control Center Accounts tab columns are always incorrect for the current day, except for the first day after NT restart. Maybe this problem can be fixed in the next NT version so that all realized PnL values and commissions reset to $0.00 overnight, matching the behavior of gross realized PnL in the DOM? Thanks!

    NT v8.0.19.0, NT Brokerage (Dorman), Continuum

    #2
    What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 7.0.1000.? or 8.0.?.?)

    Who are you connected to? This is displayed in green on lower left corner of the Control Center window.

    Is this occurring with live trades or Sim101 trades? I just ran the following test:
    • Change PC clock to a time zone which is about to pass through midnight (this happened to be UTC+12 Fiji when I ran this test)
    • Open NinjaTrader 8 > Apply a commission template to the Sim101 account
    • Open a chart > Place some trades
    • Wait for midnight to pass
    • All PnL values remained the same
    Would you agree that the above is a valid test? If not, what should I do in an attempt to replicate what you're reporting?
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      Patrick, See original post for NT version, connection, and FCM info. The behavior described is for live accounts. I'd have to test Sim, but I expect the same results.

      The test procedure described won't cause the problem behavior because the realized PnL has to be from a prior session/day, and the $0.00 reset does not happen at midnight. For live accounts, the $0.00 reset occurs shortly after daily account statements are emailed from Dorman, which is usually around 9:00 PM Pacific. For Sim accounts, I believe the $0.00 reset occurs at the end of the regular session.

      To test, for live accounts:
      Day 1: Open and close trades during the regular session
      Day 2: Observe the realized PnL and commissions values remaining from the prior day regular session trades
      Day 3: Observe the realized PnL and commissions values remaining from the prior two days
      (the amounts accumulate from all prior days until NT restart)

      For Sim accounts:
      Day 1: Open and close trades during the regular session
      Day 1 - ETH Session: Observe the realized PnL and commissions values remaining from the regular session trades
      Day 2: Observe the realized PnL and commissions values remaining from the prior day trades
      Day 3: Observe the realized PnL and commissions values remaining from the prior two days
      (expected that the amounts will accumulate from all prior days until NT restart, matching the behavior of live accounts)

      Thanks for looking into this.

      Comment


        #4
        The short answer here is that this is expected.

        The Market Analyzer is based on executions and will not reset for a live account until it is reconnected after the session close. For a simulated account, the Market Analyzer will reset without a reconnect.

        The Accounts tab information for a live account is sent by your broker to NinjaTrader. If the broker does not send an update to NinjaTrader, NinjaTrader will continue to display the last known information. A reconnect forces an update typically.

        I agree that practically speaking this isn't ideal. I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.

        Thanks in advance for your patience.
        Patrick G.NinjaTrader Customer Service

        Comment


          #5
          Please add your vote to this improvement request if you want:

          1. For live accounts, Market Analyzer realized PnL values reset to $0.00 at the end of the regular session, or reset in the evening when the DOM realized PnL resets to $0.00, whichever is the best technical solution. For sim accounts, Market Analyzer realized PnL values reset to $0.00 at the end of the regular session when the DOM realized PnL resets to $0.00.

          2. Resolve the issue so that commissions reset to $0.00 when realized PnL resets to $0.00 each day, in Control Center - Accounts tab columns "Realized PnL", "Total PnL", and "Total Commissions".

          Comment


            #6
            PatrickG, What is the internal tracking ID number for this request?

            Comment


              #7
              Thanks for your patience.

              The internal tracking number for your feature request is SFT-4311. Please reference this internal tracking number if you ever have questions regarding this feature request.

              When a feature request is implemented, you'll find it in the release notes:

              http://ninjatrader.com/support/helpG...ease_notes.htm
              Patrick G.NinjaTrader Customer Service

              Comment

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