Replay101 CashValue

[ATI user]

when trading live cash, with zenfire feed, CashValue reflects the actual balance of your cash account including realized and unrealized pnl

With NT7 we can access this value and shutdown to limit risk or trap profit...a great feature and big improvement over 6.5

when testing in MR, the CashValue only reflects Realized PnL ...which is useless for the same purposes ....see pic

[NinjaTrader_Ray]

Yes, that is expected. CashValue can represent different calculations from broker to broker. On our internal simulation accounts, its only realized PnL.

[ATI user]

1. Could you change the simulation Replay101 account to include unrealized...and thereby better reflect live trading ....otherwise we can only test this feature live

2. Could you also have Replay101 perform like a cash account in that it is common to more than one strategy running in same chart at same time? For instance, I run up to 5 instances of the same strat in the same chart and my cash account in live trading is common to all instances....so if, on a cumulative basis, all 5 strats lose x then code flattens all which disables all 5 stats. In MR, it is like having 5 separate accounts instead of one.

[NinjaTrader_Ray]

I will add your suggestions to my list, fixing issues is priority over feature enhancements at this time.

[ATI user]

Ray,

I would not call this a 'feature enhancement' to be postponed but rather an issue needing to be fixed as a high priority

With NT7 you introduced access to account cash value. This is a great feature and a big improvement over 6.5. Market Replay however was not changed to take advantage of this feature....i.e. it does not use unrealized PnL....MR was not updated accordingly

This makes MR useless for me as all my strats are based on this new feature.

In my opinion it is a matter of giving simulation/MR equal priority with live trading. What good is MR if you can not test with it? I can literally only test my strats, properly, live in my cash acct.

[ATI user]

this is live zenfire feed in sim101 acct....

if simulator cash value is based on realized, why is cash value down 99 while realized is down 39?

[NinjaTrader_Ray]

Likely the starting value of the cash value was not what you thought? See image, my cash value starting value was 100,000.00, less 12.50 realized leaves 99,987.5.

[ATI user]

no...my strat requires that cash value be at 10,000 on each enable or it will not run...

[NinjaTrader_Ray]

Reset your simulation account. Go to the accounts tab, verify its set to the reset value, take a trade, close it and let me know if the #'s don't jive.

[ATI user]

I did...they don't

and in MR I get the attached...

[NinjaTrader_Ray]

I tried again and it works here so unfortunately I can't reproduce. Does this occur when you connect to the Simulated Data Feed or is it only in Market Replay?

[ATI user]

it occurs in MR and live sim....have not used sim data feed for a couple of years

it appears to be related to atms with more than one lot...i.e. incorrect until flat....if I run an atm with 1 lot, numbers are perfect....if I run a 2 lot and 1 gets realized and the other still active, numbers are off

will keep an eye on it and provide more detail

[NinjaTrader_Ray]

Great, thanks.

[ATI user]

ok...it definitely relates to multi lot atms

see in pic that cash value does not include realized from first lot of 2 lot atm

instead it waits until both lots are realized and then it is accurate.

this is a big diff from a broker/feed sending back actual acct cash value....hence it is hard to test strats in sim

one other thing that might affect this is average price...and ' use last price for PnL calcs' ....e.g if you are long and short at same time and then go net long with stop hit, using a 2 lot atm in both directions, cashvalue does not have a hope keeping up with what is actually happening...

[NinjaTrader_Ray]

Got it, yes this is then expected.