AccountItem.CashValue returns 0

[molecool]

I'm testing on the demo account right now which has a cash value of $100,000.

This is the call:

double accountSize = GetAccountValue(AccountItem.CashValue);
Print("Position size: " + positionSize);

In backtesting (have not tested live yet) it's returning 0.

Position Size: 0

What am I doing wrong?

[NinjaTrader_PatrickH]

Hello molecool,

Thank you for your post.

Where are you defining positionSize? I do not see this defined in your code.

I look forward to your response.

[NinjaTrader_PatrickH]

Hello molecool,

In addition, GetAccountValue() is always zero on historical data. Backtesting is always done on historical data. For information on GetAccountValue() please visit the following link: http://www.ninjatrader.com/support/h...countvalue.htm

[molecool]

Hello molecool,

In addition, GetAccountValue() is always zero on historical data. Backtesting is always done on historical data. For information on GetAccountValue() please visit the following link: http://www.ninjatrader.com/support/h...countvalue.htm

I suspected that much, seems like I have to use a default value for backtesting. Not a big deal but a bit inconvenient. I assume it has to do with the complexity involved in attaching a live (or demo) account to historical executions? I think there should be a way to use a 'one-time' demo account for a backtest or for historical executions. Just a thought.

Per your prior question - I'm using some proprietary code to calculate positions sizes for Forex as well as the futures. Glad to share the one for the futures:

protected double calculatePositionSize(double stopInFullTicks) {
   double accountSize = GetAccountValue(AccountItem.CashValue);
   double unitCost = Instrument.MasterInstrument.PointValue;
   double money = accountSize * (RiskRatioPercent / 100);
   double positionSize = money / unitCost / stopInFullTicks;
   double positionSizeTruncated = Convert.ToInt32(positionSize / TickSize) * TickSize;
}

I'm truncating the position size at the end to be arch conservative.

The forex piece was quite a tough one and I use similar logic as the one on my Rcalc implemented in javascript:

http://evilspeculator/Rcalc

It considers various factors such as direct and indirect pairs and even accounts for account currency, although in the NT version that's hard set to USD. A more difficult piece was the currency priority which decides which currency becomes the lowest and which the highest priority.

I may be convinced to donate this piece as I think it's something that would very much benefit the rest of the community. I'll test it for a while to make sure it's stable and reliable.

[NinjaTrader_PatrickH]

Hello molecool,

Thank you for your response.

There is no need to provide the code for the positionSize information, I just wanted to make sure you understand that the accountSize is not the same value as positionSize as detailed in your original post.

I have forwarded your suggestion to our development team for the option to edit the backtest account settings for your tests so they can be accessed similar to real-time accounts (SIM101 for example), I think this would be a great feature as well.

Please let me know if I may be of further assistance.

[NinjaTrader_PatrickH]

Hello molecool,

Thank you for your suggestion on how we can improve our product. It has been inserted into our tracking system with the unique ID # 2466.

[molecool]

I think a lot of people would benefit from an FX conversion module. The code isn't that complicated and I think it would benefit a lot of people.