Wrong average price

[km027]

Hello,

again I'm experiencing a weird price glitch. The average price in the PnL field (and in the positions tab) is wrong.

Please see attached screenshots.

Yesterday (July 11th) I bought one FGBL contract @ 151,34.
Today (July 12th) I bought two more at 151,68 and 152,19.

The average price therefore should be: (151,34+151,68+152,19)/3 = 151,736

NT is showing me a completely wrong avg. price of 151,85.

I'm using the newest NT version 8.0.26.1 64-bit and IB Gateway 981.3i

[bltdavid]

Is 151,736 an exact TickSize increment?

[km027]

Is 151,736 an exact TickSize increment?

I wrote 151,736 because that is the exact math and the wrong avg. price in the positions tab shows 151,851
Rounded up it should show an average price of 151,74.

FGBL tick size is 0,01

https://www.eurex.com/ex-en/markets/int/fix/government-bonds/Euro-Bund-Futures-137298

[NinjaTrader_Manfred]

Hello km027,

Thank you very much for your post.

Positions that are held overnight are affected by the "Mark to Market" method, which can affect the way that a position's value is displayed.

Please note: This does not affect the actual value, only the way this value is being reported.

For more information in this regard, please take a look at Investopedia's publicly available article below:

https://www.investopedia.com/terms/m/marktomarket.asp

I would also suggest reaching out to your brokerage, should you have any further questions, as they would be able to address it in more detail.

Should you have any further questions, please don't hesitate to let us know!

[km027]

Hello km027,

Thank you very much for your post.

Positions that are held overnight are affected by the "Mark to Market" method, which can affect the way that a position's value is displayed.

Please note: This does not affect the actual value, only the way this value is being reported.

For more information in this regard, please take a look at Investopedia's publicly available article below:

https://www.investopedia.com/terms/m/marktomarket.asp

I would also suggest reaching out to your brokerage, should you have any further questions, as they would be able to address it in more detail.

Should you have any further questions, please don't hesitate to let us know!

Hello Manfred,

thanks for your response.

Is there any way to calculate the avg. price as I described in my first post?

[NinjaTrader_Manfred]

Hello km027,

Thank you very much for your reply.

As "Mark to Market" changes the entry price of the order you entered on the day prior, NinjaTrader would base its PNL calculations on this new value.

There is, to my knowledge, no way to prevent this from affecting the PNL of overnight-held positions.

Should you have any further questions in this regard, I would also suggest reaching out to Interactive Brokers directly, as they might have further information.