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Real Time PnL and Account Equity

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    Real Time PnL and Account Equity

    I have what is likely a very silly question, but it is causing me no end of trouble. I tend to scale into and out of trades frequently with multiple entry orders and exit orders at different price points. For example, I might add and remove contracts with each price wave as I ride a longer trend both scalping and taking a more positional view. I can not find a place in NinjaTrader that will show my real time tick-by-tick account balance. The PnL amount on the static DOM shows me the PnL on the contracts that remain outstanding with contracts removed on either a FIFO or LIFO basis. The accounts tab shows a balance amount that seems to correspond best to the liquidation value of my account at the time of the last entry or exit. The problem is that I can not really figure out what my PnL position on the current inter-related series of trades really is, nor do I have a firm sense of my account balance as the trade unfolds. In reality, I am not entirely sure how the account balance amount is really calculated as I can discern no reliable pattern. All too often, I am surprised by the final PnL result after I have finally reduced my outstanding position to all cash. Other trading platforms that I have used usually have a daily PnL that adjusts with each price change in real time. If you know the value when you start the trade, you can better gauge the net aggregate effect of all your entries and exits as a trade unfolds.

    I am using Amp Futures with ZenFire for my trading. Any help/suggestions would be much appreciated. Thank you.

    #2
    Account PnL from Zen is provided by the Zen-Fire API. Its excluding commissions and is realized.

    Open PnL is calculated by NT based on your entry/exit executions. The Market Analyzer has a column you can add that will show realized and unrealized combined.
    RayNinjaTrader Customer Service

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      #3
      Thank you, I will give the market analyzer approach a try.

      Comment

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