Cash value and realised

[dave1992]

Hi,

For the replay101 account, on the account tab, realised is always zero. Also, when a position is opened, the cash value seems to get the margin added to it for short positions, and subtracted from it for long ones.

thanks
Dave

[NinjaTrader_Jason]

Hello Dave,

I tested the Realized column in the Accounts-tab when trading the replay101 account and it reflected realized PnL as expected once I made a trade.

The added/subtracted cash value is as expected - the same occurs as per the sim101 account.

Are you able to reproduce the zero Realized PnL value after a restart of NinjaTrader? If so, can you please confirm you have the latest beta version installed - 7.0.0.19.

[dave1992]

Hi Jason,

Thanks for the reply. Yes, I have beta19.

I had been only trading from strategies in the strats tab. I tried manually also. What I noticed, is that the field starts to be filled in at some seemingly random point. Sometimes it's after a session break, sometimes it's after a few hours, sometimes it's after an hour or so.

One example - I manually traded 6E 09-10, in GMT timezone for 13 July. From 0700 I made about 4 manual trades. Realised was zero throughout (margin and cash did update. Also, the field realised from getaccountvalue was zero too) Then, magically, at about 0910, realised suddenly updated to the correct value, and kept updating properly from then.

Regarding cash value, what are the reasons for adding/subtracting the margin. What is that supposed to mean? To me as a trader I want to know how much cash is in my account. It's a shame cash value doesn't do that. I can't add or subtract the margin manually since I don't know what my account positions are - and anyway, surely this is a useful figure to have.

thanks
Dave

[NinjaTrader_Jason]

Hello Dave,

I see, I tested the SampleMACrossover strategy while connected to the Market Replay. However each time the SMA's crossed, the Realized PnL column in the Accounts-tab was updated right away (except the first time they crossed).

I am not sure why you experience a delay. Do you experience a delay each trade? If not, do you notice any smilarities between the occurrences so far?

During an open position it will add/deduct the Initial Margin from the Cash Value. The Initial Margin refers to 'Margin/unit' located at Tools-->Options-->Simulator-tab. If you set this option to zero, there will be no additions/subtractions in the Cash Value during an open position.

In addition, unfortunately the simulation account settings are a grey area of the software. Please see the forum thread below (post #2).

http://www.ninjatrader-support2.com/vb/showthread.php?t=5887&highlight=grey+area

You will need to test the settings at Tools-->Options-->Simulator-tab yourself and check what will work best for you.

[dave1992]

Hi,

No, it's not a delay each trade. Each time I reset the replay account and start trading, it waits some period of time before realised starts to work. I can't see what the different runs have in common, but you could easily try the example I gave.

Could you maybe answer my question about why the margin is added/subtracted.

thanks
Dave

[NinjaTrader_Jason]

Hello Dave,

Unfortunately the 6E 09-10 on 7/13/2010 did not result in the issue on my end either. I made 6 trades from 12:00 AM - 1:00 AM MDT and after each trade the Realized PnL column updated right away. Before testing I resetted the Replay101 account as well. Subsequently I reset the Replay101 once more (while connected to the Market Replay) and perform some more trades. The Realized PnL still updated as expected.

Do you perhaps notice a difference in 'update time' if you run a heavy setup (CPU/RAM wise) compared to a light setup?

Unfortunately I am not sure why this value is added/subtracted.

[dave1992]

Hi Jason,

It's nothing to do with cpu/ram.

I think your test would be better if you set your timezone to GMT.

Could you possibly ask someone who does know about the add/subtract issue.

thanks
Dave

[NinjaTrader_Jason]

Hello Dave,

I tested it with my PC clock set to GMT time and submitted some orders after 7:00 AM. After each trade the Realized PnL column updated right away. Unfortunately I cannot reproduce it on my end. Does the Realized PnL column still not update right away on your end?

I will check with a colleague to clarify the add/subtraction of the cash value.

[NinjaTrader_Jason]

Hello Dave,

The 'Margin/unit' represents a security deposit that is required to open a position per unit. This is not added/deducted from your trading account. At the end of the day, realized PnL will be added/deducted from your account.

During open positions the 'Initial margin' is listed separate from Cash Value, so the available margin for new positions is accurately calculated/displayed.