Right settings for Sim account for FX

[burnzau]

NinjaTrader_Bertrand - any updates on this issue?

My fall back for live trading in the Sim account will be to code my own simple cash account using a text file that multiple strategies can access. I would prefer not to have to do this.

Also, I am considering buying a full NT license to use with Forex.com/AU on a real account. Can you tell me whether the cash value will work correctly given that my account will be based in AUD and not USD?

Cheers.

[NinjaTrader_Bertrand]

Sorry for my delay in responding to you burnzau: Can you please the values you would see calculated when before you're getting any execution you would have a Market Analyzer window opend with all needed FX crossrates added so the conversion data is available for NT prior to the exeuction process?

Thanks,

[burnzau]

G'day Bertrand, I added the market analyzer window as you suggested and this does not work.

As I proved in my earlier post the 'rate' for each execution was being calculated in each trade correctly but for some reason not used in the Sim account calculation.

Could this be something to do with me connecting to forex.com as NJAU (Australian account)?

[NinjaTrader_Bertrand]

It should not be depending upon which account you connect to - I just tested several executions on a 100K $ account and could not reproduce any issues - this is with having a Market Analyzer window opening before any execution is done and on this MA window I would then have loaded an FX instrument list with all crossrates NT would support per default. If you open the position on the FX Pro / DOM - is the Pnl shown itself correct?

[burnzau]

Whilst the trade is open, the PnL is shown correctly in the Positions tab. As soon as the trade is closed, the Sim101 Cash Value in the Accounts tab changes by the wrong amount.

I just tried this using the FXPro window to place my order and it doesn't change this behavior.

Buy AUDJPY 86.08 1L Rate = 0.0124378
Sell AUDJPY 86.02 Rate = 0.0124378

PnL during trade ~$7.40
Sim101 Cash Value = $37583 -> $36983 (-$600)

The problem exists on all instruments but is magnified by JPY based instruments. Could it be something to do with my account being a mini account or are there some instrument settings I could change?

Craig

[NinjaTrader_Bertrand]

Hi Craig, just tried again here and was not able to reproduce - would you mind showing me this issue over a remote connection? To arrange for this please contact me directly at support at ninjatrader dot com (Attn Bertrand).

Thanks in advance,

[broncoCap]

Update on this issue--

I may be a bit behind here but having similar issues with Forex coupled with External Data Feed. The short story is that trades transact correctly but there is a disconnect between buying power and currency.

Basically, when using a trade size of 1, it appears the buying power and cash value changes by a standard lot (100,000 units) whereas the currency and PnL changes by a single unit. For example, I just closed out two trades that resulted in a 3.0 pip profit using trade size 1. My cash value increased by $30 whereas I still show $0.00 as my profit and loss. PnL should also reflect +$30.

I am running 7.0.0.16 if that makes a difference.

Also, as a side note, the MAE and MFE for Forex is useless unless you allow 1/10 pip units (aka 0.00000 precision as it currently only supports 0.00)

Thanks for any assistance
Aaron

[NinjaTrader_Bertrand]

Welcome to our forum Aaron, as you're running a good # of releases behind with the beta 16 : please do the following, update to latest NT7 R6 via Help > Download Site and then reset your instrument under Tools > Options > Data in disconnected state. Restart then NT7 and recheck the issues you observed - would they still occur? If so, please send me a note via Help > Mail to Support so I would have access to your diagnostic log / trace files.

Thanks,

[broncoCap]

Thanks Bertrand, only issue now is my code says invalid and I have a support ticket submitted. As soon as I update and test, I will report results here.

Thanks for prompt reply,
Aaron

[broncoCap]

NT7 mail failing--copied here, w/o files

NinjaTrader_Bertrand,

Per forums request, here is my machine data. Mail failed first time and I'm impatient to retype the entire issue.

Same problem, units traded are standard lot with respect to "cash value" and "buying power" but single unit with respect to PnL.

Made 500 "size" 1pip trade. Cash Value increased by $5000 whereas PnL only $0.05.

External Data Feed connection, custom tick server and instrument settings.

More info if needed, just want to get mail out.

Aaron

[broncoCap]

Quick Update

Just a couple of things I've tried.

I set my tick server to streaming EURUSD quotes w/o changing the default settings in Instrument Manager--same issue..."Cash Value"+"Buying Power" 100000X higher than "PnL".

I tried using the Simulated Data Feed and everything is fine. "Cash Value" change matches "PnL" change.

Therefore I assume this has to do with "live" vs "not live" data as interpreted by NT7. I know there is a help page that describes this. (http://www.ninjatrader-support.com/H...ngFXStrategies)

The question is how, using the External Data Feed protocol do I adjust what I want an order to be (lots vs units)?

Any help would be appreciated,
Aaron

[NinjaTrader_Austin]

Hi there, sorry for the late reply. I'll have Bertrand get back to you tomorrow.

[NinjaTrader_Bertrand]

Hi Aaron, I would need to take a look at your diagnostic log / trace files after the upgrade to the recent R6 : since the mail to support did not work out, could you please contact me directly at support at ninjatrader dot com Attn Bertrand.

Then please attach your log / trace files to this email directly : they would be stored for each day the software is run in the Documents > NinjaTrader 7 > log and Documents > NinjaTrader 7 > trace folders. If those files would be bigger than approx 3MB please zip / rar them up and then attach the archive to your email to me.

Thanks in advance,