AccountItem.CashValue returning inconsistent values in real-time vs backtests

[eoinf]

Hello,

I am using AccountItem.CashValue to get the cash value of my account. For testing purposes this is a Sim101 account with $100,000 in fake money. During backtests with data gathered from TDA, the cash amount is ALWYAS correct.

I then calculate the number of shares to buy or short from getting the cash value. Please assume "PercentOfAccForPosition" is a constant like 50 because I want half the cash value.The code is simply this:

lock (Account.All)
{
ThisAcc = Account.All.FirstOrDefault(a => a.Name == "Sim101");
}
shareQuantity = (int)Math.Floor((ThisAcc.Get(AccountItem.CashValue , Currency.UsDollar) * (PercentOfAccForPosition / 100)) / Bars.GetClose(CurrentBar));

In backtests I have no problems. During real time runs, the cash value is all over the place. Why is this?
Image:

Thank you

[jjaffa]

damn this looks like a problem i might run into. bump

[NinjaTrader_PaulH]

Hello eoinf,

Thanks for your post.

Where exactly in your script is the code that you have shown located?

In the Strategy Analyzer or on the historical portion of the chart, it would not be expected to change because the actual account cash is not changing. The strategy analyzer does not have an account that it uses.

On a live chart, it would be expected to change with changes to the PNL.

[eoinf]

Hello eoinf,

Thanks for your post.

Where exactly in your script is the code that you have shown located?

In the Strategy Analyzer or on the historical portion of the chart, it would not be expected to change because the actual account cash is not changing. The strategy analyzer does not have an account that it uses.

On a live chart, it would be expected to change with changes to the PNL.

Hello,

I managed to solve this. Apparently the cash value will change if your account is not flat. E.g. you buy 50k with a 100k account the cash value becomes 150k then starts updating in real-time based on P/L. There was a bug in my strategy where the share quantity function call was being called before the account was completely flat, causing that larger cash value to be returned instead of the flat cash value.

Thanks!