Reporting in Esig Playback

[MrMilesIL]

Hi:
I am testing a strategy through the playback feature in Esignal. Everything is working fine except that I can't figure out how to get a p&l number. The reports are blank and the realized P&L column in the Accounts tab is zero. There are executions in the executions tab.

Do I need to do something to get the reports to work?

Thanks,

Jonathan

[NinjaTrader_Dierk]

Please verify, that your close the positions you created. Realized P&L only is calculated on closed positions.

Also: Please test by placing orders e.g. in orders panel against the "Simulated data feed".

[MrMilesIL]

THanks for the quick reply!

As far as I can tell the positions are being closed. They are managed by a strategy, I see entries, and then targets or stops being hit and the "woman" is telling me things are happening. :)

I tried entering and exiting an order manually in the Orders panel. It was a loser :shock: and the p&l doesn;t show up in the Accounts panel and the report has nothing in it, ie all zeroes.

I figure it's not supposed to work THIS way so I must have a wrong setting somewhere or not processing the trades correctly.

Jonathan

[NinjaTrader_Dierk]

Which NT release are you running?

[MrMilesIL]

Looks like 5.0.1000.7

[NinjaTrader_Dierk]

Here is what I suggest: NT5.1B3 will be out in a few days. I fixed a bug related to PL calculation. Please try to reproduce the problem using that release and let us know.

Thanks

[MrMilesIL]

OK, I'll wait for the next release. Since I posted, I'v been running several playbacks on different futures. It seems to do the P&L caclulcations inconsistently, ie, it will do it for a while and then stop or not do it at all. Very strange.
Jonathan

[MrMilesIL]

Just another note....in the Performance panel, there are no executions or trades listed in the sub-panels. In the main Executions panel, all the trades are listed. So it looks like the executions aren't making it to the Performance section of the program.
Jonathan

[NinjaTrader_Dierk]

Make sure you press the "Generate" button on the performance tab.

[MrMilesIL]

Dierk...At first I thought you were underestimated my intelligence, then I realized that the date fields in the Performance Panel were set to todays date! So maybe you weren't. Doh!:shock:

Given this slight oversight on my part....now the reports work.

Now, there still is not P&L in the Accoutns Panel in the Realized P&L column