Currencies odd behaviour with NT6.5 and IB

[Obi]

Hi guys,

Having all sorts of odd stuff with FX.

1. The FX contract size is still a mistery: Contract size of 1 (representing 25k of IB) works fine on 1 computer, but on another PC, the order is sent as literally 1.

2. All FX contracts do not show a PnL of Black or Red 0 on the 'Strategies' tab of the control panel (see attached picture). Whereas, charts show strategy executions (see attached)

3. FX Performance reports also report 0 PnL with no trade executions, while the 'Execution' tab clearly shows the trades executions.

I am ready (I hope) to switch from sim (on live IB feed) to live account, but do not trust, nor am I able to verify the performance of my strategies.

Would you please have a look and tell me what I need to do to fix this?

Thank you,
Obi

[NinjaTrader_Jason]

Hello Obi,

1. Do you have the same account selected on both PC's when you experience the different outcome?

2. The Strategies-tab works as expected from what I see in the screenshot. If the strategy has an unrealized PnL of 0, it indicates the strategy is not in a strategy position. Please see the link below for more information regarding a strategy position vs. an account position.

http://www.ninjatrader-support2.com/vb/showthread.php?t=4033

3. Upon applying a strategy, it will be will calculated on the historical data present in the chart. This means it will display the executions that would have taken place on the historical data. However, these do not count as 'rea'l executions, since they the orders were not actually submitted.

[Obi]

Hello Jason,

Thank you for your reply.

"
2. The Strategies-tab works as expected from what I see in the screenshot. If the strategy has an unrealized PnL of 0, it indicates the strategy is not in a strategy position.
"

The strategies, as shown on the attached charts, are clearly in a strategy position (see lower right of the charts).
You can also see that, NT does show both the Realised and Unrealised PnL on the Futures contracts, but not on the FX. Strategies was applied on all contracts at roughly the same time yesterday morning (and it has been running ever since, non-stop).

I have always observed this behaviour. It's not a one day test thing. On the FX contracts, it's ALWAYS Red or Black 0. Sometimes I have strategies running for the whole week (changing IB exit times to keep it connected)!!!

"
3. Upon applying a strategy, it will be will calculated on the historical data present in the chart. This means it will display the executions that would have taken place on the historical data. However, these do not count as 'rea'l executions, since they the orders were not actually submitted.
"

Maybe I wasn't explaining properly, there were and are actual orders submitted.

When I apply a strategy on a chart, NT has NEVER displayed the 'executions that would have taken place on the historical data' as you mentioned above. It has always been on the executions that follow (after strategy application). It has to be said that I do not execute on historical data.

Facts Summary:
- NT is showng unrealised and realised PnL on futures contracts, but not on FX.
- For both Futures and FX contracts, real orders have been submitted.
- The described behaviour has always been observed.

Please and thank you for your support,
Obi

[NinjaTrader_Jason]

I see. Can you please tell me what TWS version you have installed. You can check this at Help-->About TradersWorkStation.

[Obi]

It's the build 888.2, Oct 7, 2008
Java version 1.6.0_67

By the way, the execution, at the moment, is on the NT sim101 account.

Obi

[NinjaTrader_Jason]

Please download and install TWS version 892.7 at the IB connection guide at the link below.

http://www.ninjatrader.com/webnew/support_interactivebrokers.htm

Let me know if the issue persists using TWS version 892.7.