Replay101 CashValue

[ATI user]

bummer

would be great if you would include unrealized in cashvalue for sim in future....much more realistic

[ATI user]

sorry...it is still not working properly.....

attached pic is flat after running several 2 lot atms.....

cashvalue and realized not even close

[NinjaTrader_Ray]

It works according to my expectations in my testing. I will have someone on my support team run a few tests in the next few days.

[ATI user]

Ray

do we have access via code to the values in market analyzer?

this would make my life a lot easier as MA seems to be right all the time...while CashValue is not....plus I would not have to keep track of multiple unrealized atm positions

[NinjaTrader_Ray]

Ray

do we have access via code to the values in market analyzer?

this would make my life a lot easier as MA seems to be right all the time...while CashValue is not....plus I would not have to keep track of multiple unrealized atm positions

Not through a strategy or indicator.

[ATI user]

sorry to keep whipping this dead horse....at the same time it is driving me crazy

the attached pic is from cash trading....zenfire feed

270 is correct gross

231.60 is correct net

why can not the realized in charttrrader and Accounts tab reflect the same value as realized and ProfitLoss in market analyzer

in other words, why not make it all consistent with correct number in MA?

NT is calculating the right number and posts it wrong in 2 out of 3 places

[NinjaTrader_Ray]

Account tab value for Zen-Fire comes from their servers (not NT calculated) where the MA is our own calculations, likely using different calculation methods.

[ATI user]

1. would you consider changing NT7 so that the tab values come from the broker...i.e. if not using simulator or replay?

2. can I access the account name from code?

[NinjaTrader_Ray]

1. Not possible since the MA calculated PnL per instrument per account, where Accounts tab is per account.

2. This is not supported although....search the forum since I vaguely recall some other developers figured out how to do this.

[ATI user]

1. ok....why does Accounts Tab realized not include net of commissions...I have it set properly in Tools/Options

2. thanks

[NinjaTrader_Ray]

1. This data is provided by the broker, we just pass it through.

[ATI user]

1. makes sense...thanks

[ATI user]

Not through a strategy or indicator.

Ray

I am at an impasse. I need access to the UnrealizedPnL value (during multi-lot atms) from the Market Analyzer screen during Market Replay....or all my simulations are useless.

I am willing write whatever C# or .NET code I have to if you would please tell me where the value is. Clearly you are printing it correctly, so it is correct somewhere.

Otherwise all I can do is single lot testing which is useless...i.e. does not make money. I need to start with 3+ lots initially and then add 4+ lots later...etc.

I realize this is outside of the main/supported bugs in NT7 beta...sorry....it is just that I am stuck without it. I am sure others would benefit from that value also. In fact, I do not know how you can do valid simulations without the number....unless you only trade 1 lot atms.

Thanks

[NinjaTrader_JoshP]

ATI user,

I have not been following this thread intimately, but could you not use this? GetAtmStrategyUnrealizedProfitLoss()

Not sure why you feel multiple lots would impact the use of this method.

[ATI user]

ATI user,

Have no been following this thread intimately, but could you not use this? GetAtmStrategyUnrealizedProfitLoss()

Not sure why you feel multiple lots would impact the use of this method.

If you have a 3 lot atm (with 3 step target...i.e. each lot has a diff stop strat so gets stopped out a different times) filled...and no stops are hit....then charttrader will show the pnl for all 3 lots and so will MA.....if the first lot gets stopped out.....charttrader shows the pnl of the 2 open lots....MA shows the same number in Unrealized plus the pnl of the stopped lot.

If you are trying to access the combined value of all 3 lots (i.e. 2 open 1 closed) to make a decision to exit on drawdown/risk/pnl target, you can not, in MR, because GetAtmStrategyUnrealizedProfitLoss only gives you the 2 open lots....the realized is ignored because the atm strat is not empty...i.e. still 2 of the 3 lots running.

This sounds like a small deal until you are trading 8 lots, have 1000 realized and 1000 unrealized and can not exit on drawdown from the total 2000 or as a profit target of 2000 because the code only has access, in a multi lot situation, to the unrealized portion of the atm and the code therefore thinks the total is 1000 and not 2000....which of course makes the NT simulator totally useless for this kind of strategy as the code never knows where the actual pnl for the session is.

In real time trading in a cash acct, NT7 will work off the actual cash acct balance received in real time from the broker....comparing that to the cash bal at start of session resolves the issue....however....I would prefer to test 8-10 lot strats in sim before using them in cash. Can not be done unless you make the Realizedpnl portion of a multilot atm accessible from code.