Live simulation error report

[pstrusi]

Hi,

I have the classic issue under live simulation, where the "Real-Time Performance report numbers" don't match to what I can see in my Strategy tab. Here a screenshot, perhaps you might realize what's happening.

An important note: there were two quick disconnections, handled successfully as expected as "Recalculate" at 10:22pm and 11:03pm, but after them, the reports don't match any longer.

If you have any idea how to avoid or fix this long time issue please let me know. Thanks

[NinjaTrader_JessicaP]

Thank you for your question pstrusi. Your strategy tracks its internal position separately, and is largely unaware of your account position. If you would like these to match, please ensure you are selecting the option to synchronize your account to your strategy position when you start your strategy. You may also restart the NinjaTrader platform to bring these into sync. Please let us know if there are any other ways we can help.

[pstrusi]

Hi Jessica, thanks for your response.

It's not about the Sync process, it's about the Profit/Loss numbers seen in each trade and the total realized. Watch them and you'll see the same inconsistency between the Strategy "realized" profit/loss and the cumulative realized seen on the performance report.

I hope you find some explanation and the solution, and I repeat, it's not about the obvious Account Position and Strategy Position, that's a different thing.

Thanks in advance

[NinjaTrader_JessicaP]

While I understand you are not asking a question about your position, and are asking about your PnL, the points at which your PnL starts to diverge are when your Virtual Entry Execution orders are placed. These orders are orders based on historical backfills, and are not real orders. They were placed to create a virtual position that reflects the state of the strategy. Because these orders differ from your live orders, in terms of when they were placed and the prices they were filled at, every order following will also have a PnL that does not reflect your account's PnL.

There is no way to get your strategy PnL and account PnL to match without first making your account and strategy positions match. A single order placed at a different time and price value will prevent these positions from matching. And your virtual order is one such order.