Account Performance Bug

[goldfly]

Although I find it hard to believe that no one else has noticed this yet, I don't see anything that really addresses it. If I'm wrong please direct me there. I'm only now getting to this myself because it's starting to become an issue for me.

After several trades, something in the account performance data will go haywire. Today my IB account showed 4375 profit before commision, Ninja only came up with 3562 (no commision)

I've enclosed a spreadsheet with the trades as listed by both with a couple notations. I also included a shot of the chart generated focused on the point where the problem occurred. Pretty wierd.

I also have a screenshot of TWS with Ninja Account performance showing how they match up. Too big to attach though. If you think it would be useful, give me an email address and I'll forward it.

[NinjaTrader_JoshP]

Do you have a reproducible scenario you can achieve this behavior in? Maybe a replay file and a strategy that consistently messes up with the Performance statistics?

[goldfly]

Not really a senario. It seems to happen every day.

I'll see if I can do snippets going backwards.

[NinjaTrader_Ray]

All performance stats are based off of reported executions. I would start there and see if the executions in NT are the same as reported by TWS.

[SteveB]

This may help you...it did not help me...

http://www.ninjatrader-support.com/vb/showthread.php?p=28442#post28442

[goldfly]

All performance stats are based off of reported executions. I would start there and see if the executions in NT are the same as reported by TWS.

They're not. That's the problem. In that excel file I attached I seperated the trades to show how an earlier trade got duplicated as a later trade and it messed up the accounting. Then that jpeg shows the way Account perfomance is trying to interpret it.

Something is hosed with the stats DB. And given Steve's issue, it seems not to be isolated.

[goldfly]

Do you have a reproducible scenario you can achieve this behavior in? Maybe a replay file and a strategy that consistently messes up with the Performance statistics?

Ok, I read your message a little closer. I'm not running a strategy. I am running an ATM, but regardless, the executions should just be compiled sequentially, no?

I'll try to take some time later to get some more examples.

[NinjaTrader_Ray]

What I would need the next time this happens is -

- A screen shot of your executions in TWS
- An exported XLS of the Executions Grid in the Control Center (Right click Export)
- Email to our support
- Include a reference to this post

[goldfly]

Ok, I'm finally getting back to this. In looking at it, I can see that the executions are correct, but the TRADES are wrong. How can this be? Dunno.

I've forwarded the trades and executions exports along with a shot of the trade in question from the IB website.

Hope this helps.

[goldfly]

Bingo! That was it. Per your email, when I turned off "Group trades by ATM strategy" it's ok.

What's up with that? Maybe a dialogue announcing that I'm about to screw up my accounting would be in order..... I must have been trying it out and didn't realize what would happen.

Steve you there? If you have that box checked, turn it off. It's next to the Advanced button on the Performance tab.