Simulator reports

[BIGRED]

For clarification -

- You submit an order in MBT Navigator window
- The price of each or any execution in MBT does not match the execution price reported in NT executions tab in the Control Center window?

If this is the case, could you provide me a screenshot of this next time it happens and I would then provide further instructions. This should not be the case.

The trade is being submitted by the automation to my MBT. The fill price at times does not match does not match under executions. If I generate a report at times it does not match under the lower executions or trades and in addition the P/L is out to lunch by tens of thousands of percents.

I have a number of screen shots (been saving them as I have gone along) if you give me an email address I will send them so I can keep the size large.

Thanks
Don

Don

[BIGRED]

Ray,

If OK, I will generate a spreadsheet and highlight the trades that have issues along with the trace and log files of the current situation.

To provide additional support, I will send screen shots from yesterday showing MBT and NT side by side.

Thank you
Don

[NinjaTrader_Ray]

I realize you are getting frustrated. I can understand that but I really need to make sure we are on the same page. The only information I need is the information that I ask for.

Lets keep this simple. Here is the environment that is required -

- NinjaTrader must be connected to MBT Navigator
- An order must be placed in MBT Navigator live/demo account (it does not matter how this is done) what is important is that when an order is filled, you see the execution in MBT and NT at the same time
- You now have an open position
- You now close this postion by submitting another order in MBT
- You now have two executions (entry and exit) and resulting closed PnL
- If the execution prices reported in MBT window are the same and the PnL reported in MBT and NT are not identical then we have a problem
- If the execution prices in MBT are not the same in NT then PnL for sure will be off and we have a problem

Here is what won't work -

- You trade in MBT without NT connected
- You then connect to MBT with NT which loads the trades you made
- PnL for sure can be off by 1000% or who knows what for non USD trailing pairs
- The reason is that when connecting after the fact, NT does not have the historical rate data at the time the execution happened. This rate data is required in order to properly calculate the pip value at the time of execution. We can only get this data in real-time when NT is connected. If the rate data is not there, the PnL will be grossly different.

[BIGRED]

I realize you are getting frustrated. I can understand that but I really need to make sure we are on the same page. The only information I need is the information that I ask for.

Lets keep this simple. Here is the environment that is required -

- NinjaTrader must be connected to MBT Navigator

It is

- An order must be placed in MBT Navigator live/demo account (it does not matter how this is done) what is important is that when an order is filled, you see the execution in MBT and NT at the same time

I have

- You now have an open position

Correct

- You now close this position by submitting another order in MBT

Correct

- You now have two executions (entry and exit) and resulting closed PnL

Correct

- If the execution prices reported in MBT window are the same

At times they are not

and the PnL reported in MBT and NT are not identical then we have a problem

The PnL is not the same. At times the PnL is wrong with the fill prices being the same in MBT and NT and at other times when the fill prices are not the same.

- If the execution prices in MBT are not the same in NT then PnL for sure will be off and we have a problem

You have a 2 problems. The one you last mentioned and one that does not calc the PnL correctly as a seperate issue from incorrect trade prices.

Here is what won't work -

- You trade in MBT without NT connected

I am connected

- You then connect to MBT with NT which loads the trades you made

I have not done this

- PnL for sure can be off by 1000% or who knows what for non USD trailing pairs

It shouldn't while live.

- The reason is that when connecting after the fact, NT does not have the historical rate data at the time the execution happened. This rate data is required in order to properly calculate the pip value at the time of execution. We can only get this data in real-time when NT is connected. If the rate data is not there, the PnL will be grossly different.

I have at all times been connected. My computer is running live and having the issue live. The only thing being done after the fact but while still connected, is generating a account performance report.

My reply above in red.

Thanks
Don

[NinjaTrader_Ray]

Thanks -

Then I need as requested before, logs/traces and the exact time and entry/exit prices of the trade you mentioned in post #29.

[BIGRED]

About how many examples do you want? The model I am running generates about 30 trades per hour and I am average about 1 incorrect price about every 5 minutes.

[BIGRED]

I will start with 10 price execution problems and a few trade p/l problems.

[NinjaTrader_Ray]

Disregard samples.

I have detected an issue with USDJPY price conversion routines. We are still investigating and this could be the source of the issues you experienced. I will report back once I have more information.

[BIGRED]

Ray,

I completed the reports and samples and was in the middle of trying to upload everything you asked for... was bounced out of sending as the receiving party did not answer...

All this before I saw your email saying you saw something.

As I first mentioned a week ago, it seems the hyphen has something to do with or is a clue to the problem. I am not positive, but I think the only time there is an issue is when there is a hyphen. Unfortunately it is not every trade.

Don

[NinjaTrader_Ray]

We identified a price formatting issue related to ticksize of 0.01 which showed up in some cases. This could be the source of any inconsistencies you have seen. The next step is to wait until early next week once we release this fix and then if the problem persists, we can take it from there.

[BIGRED]

Ray,

Have you confirmed that the issue only pertains to this pair? OR should I poke around looking for trouble with other pairs?

I wish we had started out on the track we are on today. I understand problems and bugs. But most people would not have battled to this point and certainly I don't enjoy it. But maybe I have earned my NT stripe and in the future should I see something, the possibility of a problem will be accepted more easily. If that proves to be true then it will be worth it over what I hope to be a long term working relationship.

Thanks
Don

[NinjaTrader_Ray]

Don,

I think you still misunderstand. The reported problem was not rejected. Its very simple. We either can reproduce or we can't. If we can't there is only so much time that can be spent trying to reproduce especially if only reported by one individual. Sooner or later, others report and we are able to get an idea of the common scenario in order to reproduce.

I appreciate the offer to poke around more but its not necessary. Lets see what happens when we roll out the next update.

[BIGRED]

Ray,

I have run several tests over the past few days on USDJPY. It seems to be working properly!

In my quick review of a spreadsheet I created, it seems that the pip value is updating dynamically. Is that correct?

Thank you for fixing it!
Don

[NinjaTrader_Ray]

Great. Not sure what you mean dynamically.

[BIGRED]

Ray,

Further tests confirmed it is working as it should. Great news!

Being that i am in the US and should I be trading a pair that has USD as the Quote currency(denominator) the point value of pip never changes, it is always $10.00.

Should the dollar be the base currency (numerator) the point value of a pip will constantly change.

Should the dollar be neither the base or quote currency (Cross Pair), the point value in US dollars changes as the value of the Cross pair changes.

What I meant by updating dynamically, is that by some frequency logic, the correct point value is re-calculated so that no matter the value of the various pairs, the point value is correct in US dollars. If it is not, then as part of a maintenance routine, one needs to adjust the point values manually.

It seemed to me that the values were being calculated and therefore would never need adjusting.

Thanks,
Don