View Full Version : entry being miscalculated
playafh69
01-28-2011, 01:46 PM
For some reason, why i make trades on sim, after i get filled on my first target, the entry color shifts down. The calculations are done properly in the account performance tab, but my entry is not correct. I know that if you have multiple entry points, it calculates it as first in first out. But my entry was 1 tick apart, after my first fill, the entry color shifted down by 6 ticks.
Its happened more than once today.
Any help
I just checked, i didn't even have FIFO checked in the first place.. So I still dont understand as to why this happens
NinjaTrader_Kyle
01-28-2011, 02:03 PM
playafh69,
Thank you for your post.
With 'Use FIFO for Position Avg. Price Calculations' unchecked, these differences would be as expected. Please check this setting and let me know if you're seeing the same behavior.
playafh69
01-28-2011, 02:08 PM
Ok...
I added one car in the super dom at 68, and for some reason, it shows an entry at 67..
Here's a screenshot with charttrader on, next to supermdom. It shows an entry on 68 ,not 67.
Why is this happening. This is after i checked FIFO
NinjaTrader_Kyle
01-28-2011, 02:10 PM
playafh69,
Please send a note to Support [AT] NinjaTrader [DOT] com.
In the note, include the following:
1.) A link to this thread.
2.) Your log and trace files from today's date:
You will find the log file in the Documents > NinjaTrader 7 > Log folder.
The log file will be named log.YYYYMMDD.txt
You will find the trace file in the Documents > NinjaTrader 7 > Trace folder.
The trace file will be named trace.YYYYMMDD.txt
3.) The order ID of all relevant orders in this trade.
playafh69
01-28-2011, 02:27 PM
This was a sim trade... Will it still have an order ID?
NinjaTrader_Kyle
01-28-2011, 02:30 PM
Hi playafh69,
Yes, the order will still have a unique ID. It should be listed in the Orders and the Executions tabs of the Control Center.
Trader.Jon
01-28-2011, 02:30 PM
YES ! There are unique IDs even in SIM
playafh69
01-31-2011, 09:21 AM
I think i know what may be the problem. I have a shadow strategy that never executes properly. I noticed I had 3 exits, but i still had a position on. When I hit flatten all, it says order filled, even though im flat on both accounts( sim and real).
I can hit flatten all 20x, and each time it says order filled.
So it may be averaging a phatom order on sim.
Any luck on your side trying to replicate this?
NinjaTrader_Brett
01-31-2011, 10:14 AM
Hello,
Unable to replicate on my side.
If you take the shadow order out does this then verify this is the issue here?
If so can yo please reset the Sim account.
Resetting a simulation account will clear all historical trade data from this account. Please follow the instructions below to reset a simulation account.
From the NinjaTrader Control Center window select the menu Tools > Options
Select the "Simulator" tab
Press the "Reset" button
Let me know if I can be of further assistance.
playafh69
01-31-2011, 10:23 AM
ahhhh.
I did. I place a sim order after reset to sell one car short. Now, not only is it still off, but it did 7 cars instead of 1.
I don't get it. I think the shadow strategy might have some flaws.
NinjaTrader_Brett
01-31-2011, 10:27 AM
Hello,
CAn you please send this database to support at ninjatrader dot com so that we may look into this.
The easiest way to do this if it is possible on your network if to goto Control Center->Help->Mail To Support and click the check mark to send the database.
Then plaese reference this forum post and put ATTN: Brett in the subject line.
I look forward to assisting you further.
playafh69
02-11-2011, 11:32 AM
I still haven't been able to get this issue resolved, and its being a major problem. Here's a video
http://tinypic.com/player.php?v=wsvk13&s=7
You can see that limit orders don't get filled, and market orders get filled for some reason at the wrong price.
NinjaTrader_Brett
02-11-2011, 12:06 PM
Please see my instruction in my previous post.
Thanks.
NinjaTrader_Brett
02-11-2011, 12:07 PM
Sorry, Thought this was another post.
Please send log and trace files to support at ninjatrader dot com and reference this forum post put ATTN: Brett in the subject line.
Control Center->Help->Mail To Support.
Also are you able to reproduce this at will?
I look forward to assisting you further.
geoninja
02-15-2011, 02:20 AM
Hello Brett,
Similar problem here. The DOM is displaying my theoretical average and P/L, but the two numbers disagree. Looks like a regression in the latest version, never seen this one before.
Geo
playafh69
02-15-2011, 02:42 AM
geoninja, can you please provide some more info so we can figure this out. I was told i was the only one with the problem so far. If you're experiencing the same thing, it means its reproducible, which is a good thing since we can fix it with ninja's support team.
Which data feed do you use?
Do you have more than one dom open?
If you do, what setting do you use on your strategy's( ie keepselected, selectactive....)
Are you using the 32 bit or 64 bit version of ninja?
Also, what broker feed you are using. Do you use one broker feed and data feed? ie kinetick and TT, or iq feed and zenfire etc...
Thanks
geoninja
02-15-2011, 09:01 AM
Data feed is TTFix, only one DOM open, no active strategy (see image), 32-bit Ninja running on Windows 7 32-bit. DOM setting is "KeepSelected...".
Also, this may be related to the yet to be resolved bug I submitted months ago here:
http://www.ninjatrader.com/support/forum/showthread.php?t=35976
Geo
playafh69
02-15-2011, 09:13 AM
Ok, Ninjatrader, so far the only thing we both had in common is when "keepselected" was used in the dom settings. And this occurs when even when no active strategy is selected at the time of trade.
NinjaTrader_Brett
02-15-2011, 09:18 AM
Geo, Playafh,
There was additional traces added into NinjaTrader 7 Release 3. Please update to these versions and then please reproduce the problem. Once you have caused it to occur on NinjaTrader 7 beta 3 please let me know and I will give further instructions.
Thank You.
Download link: http://www.ninjatrader.com/download-registration.php