Calculation differences between live and market replay

[lookOutBelow]

Are there any calculations that are done differently when trading from Market Replay versus (in my case) Interactive Brokers? Excluding that fills are going to be different, I'm talking more about how PNL is calculated (assuming you are correctly putting commissions in both Replay and IB).

I'm getting some odd discrepancies and I cannot pin down what the issue is. Hoping that if there are any differences I should be aware of, I can narrow it down.

Thanks

[NinjaTrader_MichaelM]

Hello lookOutBelow,

Thank you for writing in.The formula to calculate PnL is the same. Could you please answer a few questions to help narrow down the issue and possibly be more specific as to what is actually going on?

-Do you have "Use FIFO for position avg. price calculations" checked in Tools -> Options -> General tab?

-Are you trading a non-USD currency pair?


Thank you in advance.

[lookOutBelow]

Hi Michael.

The problem may have been the FIFO (it was checked). After writing my post, I unchecked it to see if it made a difference and it appears it may of. I haven't been able to fully test it. Will try again tomorrow during market hours.

Thanks,


p.s. I'm trading treasury futures.

Hello lookOutBelow,

Thank you for writing in.The formula to calculate PnL is the same. Could you please answer a few questions to help narrow down the issue and possibly be more specific as to what is actually going on?

-Do you have "Use FIFO for position avg. price calculations" checked in Tools -> Options -> General tab?

-Are you trading a non-USD currency pair?


Thank you in advance.

[NinjaTrader_MichaelM]

Hello lookOutBelow,

Thank you for the update.

I look forward to your response.

[lookOutBelow]

It looks like having FIFO checked was causing the problem. I seem to now be getting correct results.

Thanks

[NinjaTrader_MichaelM]

Hello lookOutBelow,

Thank you for your response. I am glad to hear that resolved the issue.

Please have a great weekend!