Error message order has exceeded account equity

[NinjaTrader_ChristopherJ]

Hi Matthew,

I am still unable to reproduce this on my end when Margin/unit is set to 1. Please reset your instruments by going to Tools-->Options-->Misc tab-->Reset Instruments.

Next remove the instruments from your Default list and add them back in.

Set the Margin/unit to 1 then reset your simulation account.

Next please use a quantity of .01M when executing an order to test and let me know if the issue continues.

[DaveE]

Could somebody please just post the formulas that relate the values which I can input to NT via the options window to the "Cash Value" and "Equity" numbers on the accounts tab ?

I think the current formula using in Market Replay may go something like this:
Use the instrument "point value" as a multiplier in a formula to get the correct gross profit/loss.
Then (if instrument is "currency" - I have not tried anything else):
Um... lets forget we have already multiplied by the "point value" so lets multiply by it yet again before deducting the result from the cash value of Replay101.

Lets hope this formula does not get taken up by a major bank.

[mtthwbrnd]

Hi Matthew,

I am still unable to reproduce this on my end when Margin/unit is set to 1. Please reset your instruments by going to Tools-->Options-->Misc tab-->Reset Instruments.

Next remove the instruments from your Default list and add them back in.

Set the Margin/unit to 1 then reset your simulation account.

Next please use a quantity of .01M when executing an order to test and let me know if the issue continues.

Hi Christopher,

I just now tried all of the steps you suggested but the problem still persists.

A realised loss of $27 on a $1M account results in cash value and excess equity of -$1700000 and buying power of -$3400000.

Can you please post the formulas that are used to calculate how the -$27 turns into -$1700000 so that I can check what all of the relevent values are set to? That is a sure way that we can get to the bottom of this issue.

Alternatively, if the formula is a trade secret, you could PM me the list of parameters that go into the formula and I can tell you what all of their values are in my installation - which is a fresh installation, my having uninstalled and then reinstalled NT7 64-bit to try to fix this problem.

It should become instantly apparent, knowing the values of all of the parameters in the formula, what the problem is.


Thanks,

Matthew.

[mtthwbrnd]

Serious bug in NT?

I'm sure NT are already aware of this issue, but I want to stress that this is not an isolated incidence peculiar to me:

http://www.ninjatrader-support2.com/vb/showthread.php?t=28016

This is a serious issue. How can backtested FX strategies ever move to paper trading with this issue in place? It seems impossible, because the account will always blow up!

The thread linked to appears to have identified what the bug is. Will it be fixed soon?

[NinjaTrader_ChristopherJ]

I will need to speak to our developement team as soon as they get into the office this morning regarding this issue. I will follow up with you as soon as I gather additional information.

[NinjaTrader_ChristopherJ]

Can you tell me what data provider you are connecte to within NinjaTrader and attach a screen shot of the settings used when backtesting.

[mtthwbrnd]

Can you tell me what data provider you are connecte to within NinjaTrader and attach a screen shot of the settings used when backtesting.

I am connecting to BarChart.com.

I am not sure what screen shot you want, or how it will help. The problem appears to have been identified already,

http://www.ninjatrader-support2.com/...ad.php?t=28016

[NinjaTrader_ChristopherJ]

Our development team is investigating this issue. I will update this thread as soon as additional information is available.

Thank you for your patience.

[NinjaTrader_ChristopherJ]

Our development team has added a fix to this issue to the next Beta release of NinjaTrader 7.

Thank you for your patience regarding this issue.

[mtthwbrnd]

Thanks Christopher and NT guys.

Cheers,
Matthew.

[DaveE]

Thanks

I have tested that NT7 b15 fixes this problem.

[mtthwbrnd]

This fix has not worked for me. I still get account blow up on an incredibly small loss.

Please see attached screen shots.

Any ideas?

Thanks,
Matthew.

[DaveE]

clarification

Matthew,

I only tested the 32 bit version. Perhaps the fix did not make it into the 64 bit version yet.

Dave

[mtthwbrnd]

When I manually close all of my open positions (which had an unrealised profit) the account comes back up to +ve equity again. but look how much the Equity has changed. There is a massive factor still getting in the calculation somewhere.

Could you please post the formulas and/or a list of the parameters that go in the calculation so that we can get to the bottom of this issue. I don't understand the reluctance to do so. Doing so would result in us getting to the bottom of this issue incredibly quickly.

Thanks,
Matthew.

[mtthwbrnd]

Matthew,

I only tested the 32 bit version. Perhaps the fix did not make it into the 64 bit version yet.

Dave

Thanks Dave,

I just checked it in 32-bit. Same problem for me.

I uninstalled NT7 b14 before installing b15 - so it should not be due to leftovers from b14 either.