Performance tab in Control Center

[NinjaTrader_JoshP]

I think there is a bug regarding commissions or maybe I'm doing it wrong.

I am in simulation mode with OpenTick as my data feed. I did a bunch of trades just to see what it looks like. In the "Executions" tab, each transaction shows up with the commission I determined in the commission options, but when I go to the "Performance" tab and click generate I get all my trades but the commission level for all of them is $0. I also noticed that in the "Executions" tab my trades would show up saying "OpenTick" as my connection, but in the "Performance" tab the connection column is empty. I think that could be part of the reason why it is showing $0 as my commissions there.

[NinjaTrader_VinceB]

Hi,

Thank you for your post.

Can you check if you have set up the commissions like below:

First you need to open up the Instrument Manager and highlight the contract in the middle section and click Edit. This will bring up the Instrument Editor. Then click on the Misc tab and click click on the '+' button for your datafeed provider. Then enter the minimum commission and click OK.

Then go to Tools--> Options--> Commission tab and do the same thing for Futures - Datafeed Provider and click OK.

Then under Tools--> Options--> General tab, make sure that 'Apply Commission to P/L Calculations' is checked.
More info can also be found here:

http://www.ninjatrader-support.com/HelpGuideV6/CommissionTab.html

And here:

http://www.ninjatrader-support.com/HelpGuideV6/AddingCommissionRates.html



Vince

[NinjaTrader_JoshP]

Great. That seems to have done the trick, but I am noticing another weird thing. This time in the "Accounts" tab. I did a quick test trade for a loss of $16. My starting balance was $100000, but after the trade, in the cash value column, it is saying $99982. That corresponds to an $18 loss not $16.

[NinjaTrader_Dierk]

So your trade without commissions resulted in a $16 loss? I suspect the additional $2 loss is just the commission. Please keep in mind commissions are setup per half-turn and not per trade.

[NinjaTrader_JoshP]

Trade with commission resulted in a $16 loss. It is a $7 commission per half-turn and the stock moved $0.02 on 100 shares so the $16 is correct. The cash value is what seems to be erroneous not the commission calculation.

[NinjaTrader_Dierk]

Could you provide steps to reproduce? You might want to retry after clearing out you sim account by: Tools->Options->Simulator->Reset

Thanks in advance

[NinjaTrader_JoshP]

1) Connect to OpenTick in simulation mode
2) Reset Sim101 account (Buying power: $200k, Cash Value: $100k)
2) 15 min chart of AAPL
3) Turn on Chart Trader
4) Sell Market, Shares: 100, Price: $122.88, Entry, Commission: $7, Account :Sim101, Connection: OpenTick
5) Buy Market, Shares: 100, Price: $122.89, Exit, Commission: $7, Account :Sim101, Connection: OpenTick
6) Accounts tab
7) Buying Power: $199968, Cash Value: $99984, Realized PnL: -15

[NinjaTrader_Dierk]

This is a bug which will be fixed with next update: basically the account values for the sim account are off. Thanks for pointing this out.

[NinjaTrader_JoshP]

Ok. I find it rather tedious to have to manually go through all of my instruments and add the proper commission to them all. What is the purpose of the global commissions if they are all overwritten by the default $0 commission setting that is set on every instrument?

[NinjaTrader_Dierk]

Not sure I follow. Global commission (Tools->Options->Commission) set the commission per provider/instrument type.

You can overwrite these commission with "per instrument" commissions in the instrument editor.

You can either set (a) none, (b) one of them or (c) both.

[NinjaTrader_JoshP]

If I only set the global commissions and left the individual instrument commissions on default I end up with the results from my first post. In addition to the global commissions I need to set the individual instrument commissions in order for the commissions to calculate in the "Performance" tab.

I believe that one could just set the individual instrument commissions without setting the global commissions to have it shown in the "Performance" tab, but I have not tested this. Either case, it just seems to me that global commissions are rather useless because I still have to go through every stock and modify their individual commission settings at the moment.

[NinjaTrader_Dierk]

>> If I only set the global commissions and left the individual instrument commissions on default I end up with the results from my first post. In addition to the global commissions I need to set the individual instrument commissions in order for the commissions to calculate in the "Performance" tab.

Not correct. I justed tested with a few trades on the sim account. Please provide a reproducible scenario which demonstrates the problem you see.

Also: please try based on this custom build which fixes bug below. Please:
- uninstall NT6 via control panel
- clear your browser cache
- install custom build from here: https://www.ninjatrader-support.com/...er.Install.msi

[NinjaTrader_JoshP]

Huh. The commissions work now. I must have done something wrong, but the custom build works great in regards to the bug. Thanks.

I noticed something weird in this custom build though. I'm not sure if this happened in the official release, but while in replay mode I was able to essentially execute an infinite size order to the market completely ignoring the buying power of the account. When I try to close the enormous position sometimes it doesn't let me either. From the screenshots you can see I was able to acquire nearly 2 million shares with only 200k buying power. As a side question how can I set my buying power to equal my cash value?

Another thing I noticed was if I rewind while replaying all my replay transactions disappear. Is this how it is suppose to behave? I was hoping to be able to have a day after day running account of my performance on replays and see how I would have done in the market if I actually traded over the month of recordings I have. Basically I want to use Replay101 like how the Sim101 works. From my understanding, Sim101 works like a parallel trading account, but can only be used during market hours. I wanted the same effect, but on replays. Hope I am making myself clear.

Sorry for meandering off topic. Thanks for all the help.

[NinjaTrader_Dierk]

a) I'm not able to reproduce the problem with the 2M shares. Order gets rejected here with a standard sim account setup (after reset), which is expected.
b) Orders get cleared out as you rewind replay. This is expected behavior.

[NinjaTrader_JoshP]

I've figured out the setting that is allowing the 2mil shares. In Options->Simulator if I set Maintenance Margin to 0.00 I am allowed to buy an infinite amount of shares regardless of buying power. I'm not familiar with how the "Margin" and "Maintenance Margin" numbers are suppose to work. The documentation in the help file wasn't too helpful. Would you please enlighten me to what those numbers actually manipulate? Thanks.