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NinjaTrader
Yen PIP Values Inconsistent
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Hi Martyn, you would see this under the Executions tab of your backtesting results, right to the Commission value, it would be 1 for backtesting, so no conversion applied. For realtime live / sim account executions you would see here the rate used to do the PnL conversion (provided a Market Analyzer is running with those rates to stream the data into the application).
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Martyn, thanks for the patience : we looked into and this would be expected for R7 in backtesting, there would be no conversion done here, prior version of NT7 would have applied different logic which made it seem accurate but infact there was issue discovered and now fixed with the R7 which should give you consistently converted values for your PnL when a trade is executed having realtime conversion data available. Enhancing this for backtesting as well in on our list for future consideration.
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Correct, or backtest with lower size then to adjust for it (1000 instead of 100K).Originally posted by crumpsnr View PostMany thanks Bertrand.
Good to know I hadn't mucked up a setting.
I assume backtesting will now involve usual settings and just dividing number of pips or income by 100?
Regards,
Martyn
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