False DOM Count

[Harry]

NT 7.0.1000.1, connected to Interactive Brokers

I had already opened another thread for this bug in the Beta section, which is now closed, so here it comes again.

Here are some pictures of the DOM, It does not display the P&L in ticks correctly, as you can see. You had already connected to my PC, checked and confirmed the bug.

[NinjaTrader_JoshP]

Harry,

What are the individual fill prices for both those contracts and not the rounded average fill price we see by the tan cell in the DOM?

Also, is this a consistent incorrect PnL or is it just a split second before the UI repaints the update? Let us try these steps to test out this theory:

1. Open a chart and turn on Chart Trader along side this SuperDOM
2. Set both to ticks mode
3. For the chart, set it to the lowest update frequency possible of 0.1 in the Chart Properties
4. Compare the PnL from the DOM and the Chart Trader. Are they the same across both or is the DOM different from what the Chart Trader says?

[Harry]

Harry,

What are the individual fill prices for both those contracts and not the rounded average fill price we see by the tan cell in the DOM?

Also, is this a consistent incorrect PnL or is it just a split second before the UI repaints the update? Let us try these steps to test out this theory:

1. Open a chart and turn on Chart Trader along side this SuperDOM
2. Set both to ticks mode
3. For the chart, set it to the lowest update frequency possible of 0.1 in the Chart Properties
4. Compare the PnL from the DOM and the Chart Trader. Are they the same across both or is the DOM different from what the Chart Trader says?

There is no rounded average. Both contracts were filled at 799.9. By the way I had checked this the last time as well.

The fill is consistently incorrect. This is reproducible with TF at any time and I had you or somebody else connected to my PC and checking it. There was a thread and a support ticket as well, but no follow-up until today.

For the steps 1 to 4, I will need to open a new position. I will come back with the results.

[Harry]

I had now set both charttrader and DOM to ticks/points as you suggested.

Both DOM and charttrader displayed the same result, which was consistently false.

Screenshot attached.

[NinjaTrader_JoshP]

Harry,

We will need exact information on how exactly that 2 lot position was filled. Was it filled at two separate prices and what were the individual prices if so? Was it a single order or two orders?

Also, in Tools>Options, do you have "Use Last Price for PnL" checked?

[Harry]

The 2 lot position was filled at 797.2. Please see NT log for executions below.

And yes, under Tools -> Options -> "Use last price for PNL" is always checked.

I went through my mail folders and have retrieved some additional information. I had opened a ticket prior to November 18, ticket number 396055. NinjaTrader Chris had logged into my PC and checked the problem. So he has already seen and confirmed this bug, which is 100% reproducible with TF.

The interesting point is that it does not occur for all instruments, but just a few of them.

[NinjaTrader_JoshP]

Harry,

So you are able to see this 100% of the time on TF or is it a sometimes happens sometimes doesn't happen ordeal?

Also, you are trading live account? What about trades done on Sim101? Reproducible there on TF?

[Harry]

Harry,

So you are able to see this 100% of the time on TF or is it a sometimes happens sometimes doesn't happen ordeal?

Also, you are trading live account? What about trades done on Sim101? Reproducible there on TF?

It is 100% reproducible with my IB account for TF. I have also observed this for other instruments, but do not remeber which ones.

I always first-connect to Kinetick EOD and second-connect to IB to get correct daily data. Remember that NinjaTrader cannot read daily data for TF in my timezone from IB. When first-connected to Kinetick EOD I cannot use Sim101.

However, if I connect to IB and use the Sim101 account the P&L is correctly displayed for both DOM and chart trader.

The problem only occurs when trading my live account.

[Harry]

It seems that the count is related to commissions. I had deleted them, but they have reappeared for some reasons.

There was a global commission entered under Tools -> Options -> Commissions. Did not even know that this field exists, as I had only entered commissions via instrument manager. The global commission has an impact on some instruments, but not on others.

Wonder why I had not found this earlier, as I already had checked this with Chris.

Is it correct that the commission is included with the P&L displayed in ticks?

[Harry]

But then there is no consistency in the way the commissions are applied, as can be seen from this thread, sometimes deducted and sometimes not deducted.

http://www.ninjatrader.com/support/forum/showthread.php?t=35632&highlight=dom+count

[NinjaTrader_JoshP]

Harry,

Commissions are applied to PnL calculations only if you have "Apply commission to PnL calculations" checked in Tools>Options.

What exactly do you have your commission structure created as? It is possible to be rounding up in some instances and rounding down in some instances if it is extremely small commissions when tried to display in points mode.

[Harry]

Will check and come back tomorrow.