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Multi-instrument strategy PnL

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    Multi-instrument strategy PnL

    I am developing a spread betting strategy. When I have two open positions, e.g. CL 12-10 short and CL 12-11 long, both DOM and the Control Center's Positions tab display the unrealized PnL correctly for both open positions. However, the PnL displayed by the Control Center's Strategies tab is not correct (i.e. it does not reflect the combined PnL, nor the fact that the strategy is managing 2 positions, see pics). There are no other open positions. Doing this with live Mirus account (data) and NT6.5 free licence key. Comments?
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    #2
    Hello jp_kettunen,

    Thank you for your post.

    The strategy position and unrealized PnL will only update for positions on the primary series. You can see positions and unrealized PnL created on the secondary series using the Positions tab.

    The strategy will reflect the Realized PnL for all series.
    Ryan M.NinjaTrader Customer Service

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      #3
      Ok, but how did NT end up displaying the number it is displaying in the unrealized PnL column in the Strategies tab, when that figure does not have anything to do with the actual unrealized PnL of the current primary bars object (CL 12-10). Or is it somehow cumulative?! The realized PnL gets right, however.
      Last edited by jp_kettunen; 03-18-2010, 03:05 AM. Reason: Further info

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        #4
        You are likely running into a bug here that we fixed for our upcoming version 7 release. For beta consideration please email [email protected]

        http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html
        Ryan M.NinjaTrader Customer Service

        Comment


          #5
          Ok, thanks.
          Will NT7 run on MS Server 2008, I mean officially?

          Comment


            #6
            Operating System support is the same for version 6.5 and 7. This is currently: XP, Vista, Server 2K3, and Windows 7. No official support for Server 2K8 at this time.
            Ryan M.NinjaTrader Customer Service

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