Accounts, Account performance - numbers make zero sense

[NetTecture]

I have some problems making sense out of the numbers. THat is account total, profit, loss, COMISSIONS. THey simply make no sense.

Account on sim, currently: 29970,58.

That alone makes no sense. I trade the Mini dow only - 5 points per tick. I havea comission set of - 5 USD. How can a number of 0,58 arrive here?

Gets better.

Realized P/L: 195,00

Ok, so far. That means the account, since reset on sunday, has a total profit of USD 195,00

Ok, let's see.

Account performance, 8th and 9th:

Gross Profit: USD 1982,92 (again a stupid number)
Comissions: USD 505

Hm, let me just say that by no means am I arriving at a gross profit of USD 195 with those numbers. Actually I arrive at quite a different profit - more than USD 1500.

So, I am not stuck with an account that obviousy can not calculate it's own value properly (grats on that) and a report that obviously is contradictory.

Anyone has any explanation for that? Let me say that this findings put my doubts into the very CORE of what our friendly NinjaTrader does at all levels - because if the reports are not to be trusted, how can strategies be tested?

It gets even better. If I go into the trades list of the account performance, I see a lot of traeds with "good" comission (5, 2,5 usd - depends how you calculate it). But I also see a nice number of trades with odd comissions (like 0,63). THis makes zero sense. A closed quantity of 1 can and should never have a comission of 0,63 when USD 5 is set as comission.


On top, from the trade report I never arrive at neither my current account balance, nor the P/L given in the account. Whatever I turn it, the puzzle of those numbers is beyond me - numbers just do not add up.

Sorry, but can someone elaborate on that? I am deeply shocked.

[NinjaTrader_Bertrand]

NetTecture, what was the Initial cash balance you assigned to this Sim account with the Reset? Were you trading with ATM strategies or without? Please try selecting the 8th / 9th as data range and then click on the 'Advanced' tab > then make sure only to select your Sim101 account under 'Accounts' and then click on 'Generate' on top. Do the numbers make more 'sense' now?

[NetTecture]

Original balance: 30.000.

The numbers still do not add up. I used some ATM strategies, some not - seems that the non-ATM Do not show up.

And I can not set them.

On top, the rounding and comissions simply make no sense.

[NinjaTrader_Bertrand]

You would need to check which ATM templates to include in generating the report, this can also be done in the 'Advanced' tab - http://www.ninjatrader-support.com/H...Overview8.html

Trades without an ATM would still be listed, with a blank 'Strategy' of course.

[NetTecture]

You would need to check which ATM templates to include in generating the report, this can also be done in the 'Advanced' tab - http://www.ninjatrader-support.com/H...Overview8.html

Trades without an ATM would still be listed, with a blank 'Strategy' of course.

I seem to miss all NON atm strategy trades.

BUt that still does not explain he funny comision calculation, the funny reults in the account etc. Eveything should run down to numbers divisable by 5.

[NinjaTrader_Bertrand]

NetTecture, thanks for the reply - true, if you only executed trades on the YM and only included this instrument in the performance report. Here's what I would suggest - please try going to Tools > Options > Misc and Reset the DB. Then restart NinjaTrader and do a fresh set of trades.

[NetTecture]

NetTecture, thanks for the reply - true, if you only executed trades on the YM and only included this instrument in the performance report. Here's what I would suggest - please try going to Tools > Options > Misc and Reset the DB. Then restart NinjaTrader and do a fresh set of trades.

Sure I can do that. But then I wipe out what should be a valid transaction history. Is this a known bug? Do not get me wrong here, but reporting of simulated transactions is pretty core to Ninja. How can I backtest any strategy if I can not be sure the reports are valid?

Any idea what is goig on? "Start fresh" Just sounds like "Ignore it". I do not find that satisfactory with financial software

I have to get a license for Ninja in about 3-4 weeks. This type of "issue" does not bode well with me. I needa system where I can rely on basics. I do not really care about the back testing blowing memory and being easy to crash - that can be fixed. But I expect orders to work flawless, and the reports to be reliable.

[NetTecture]

Sure I can do that. But then I wipe out what should be a valid transaction history. Is this a known bug? Do not get me wrong here, but reporting of simulated transactions is pretty core to Ninja. How can I backtest any strategy if I can not be sure the reports are valid?

Any idea what is goig on? "Start fresh" Just sounds like "Ignore it". I do not find that satisfactory with financial software

I have to get a license for Ninja in about 3-4 weeks. This type of "issue" does not bode well with me. I needa system where I can rely on basics. I do not really care about the back testing blowing memory and being easy to crash - that can be fixed. But I expect orders to work flawless, and the reports to be reliable.

An obersvation. Can it be that the accounting does not use the fills, but the "average position"? THat one is screwed, sorry. I was playing today with 35 contracts and got nice average positions like x.3333 - and crazy pricing on top of that.

Now, that is ok as approximation, but if the position value gets transferred to sim account, instead of the actual fills, this is bound to provide rounding errors.

Still does not explain the funny comissions, though.

[NinjaTrader_Bertrand]

NetTecture, thanks for the posts - this would depend which tabs you're reviewing. For example when you work with ATM strategies containing multiple targets and you activate 'Group trades by ATM strategy', then all executions are reported as one trade under the trades tab with a single entry and exit price. Can you post perhaps a few screenshots of the results you get, or contact me at support at ninjatrader dot com Attn Bertrand with those? Thanks.

[NetTecture]

NetTecture, thanks for the posts - this would depend which tabs you're reviewing. For example when you work with ATM strategies containing multiple targets and you activate 'Group trades by ATM strategy', then all executions are reported as one trade under the trades tab with a single entry and exit price. Can you post perhaps a few screenshots of the results you get, or contact me at support at ninjatrader dot com Attn Bertrand with those? Thanks.

Sorry, no screenshots. As recommended I did reset the account and simply did not get that phenomen yesterday. When it reappars (and I will try to force it) I will report it with screenshort.

[NetTecture]

Screenshot coming Happened again... missing comission this time.

[NinjaTrader_Bertrand]

Ok got your email, thanks will review and respond.

[NetTecture]

Ok got your email, thanks will review and respond.

Thanks. Note that this is not exactly what I had before - I can see where I did set up the comissions wrong here, but they do "add up".

Before I had comissions shown in the range of 63 cents.... and the account got really screwy. If that ever happens again you get screenshots from that. Sadly it is waiting for that

[NinjaTrader_Bertrand]

Ok thanks for offering - when you see this happen again, please contact me directly with screenshots of the behavior you see.

[NetTecture]

Ok thanks for offering - when you see this happen again, please contact me directly with screenshots of the behavior you see.

Screenshots are coming Account is now 30299.17 - which OBVIOUSLY is impossible I had various entries / exits today, with two trades overlapping... so it looks to me like a rounting error starting on "funny" entry price numbers (i.e. position at .3333x) due to multiple entries / exits

Screenshots coming.