DOM Calculation Incorrect

[hotdog]

The DOM does not seem to be working correctly.

It seems that the calculation of profit/loss of number of ticks (open trade) or $$ (if selected) is off by 1 or more ticks from last trade price.

Example: YM short 4 at 10711. Current last trade = 10708. Commission is $2.1 per side.

DOM shows $11.60 open profit. Should be $51.60. Looks like it may be based on bid/ask instead of last?

Using MB Trading live data - SIM account.
YM 06-10
ATM Strategy - 1 target

[NinjaTrader_Jason]

Hello hotdog,

Can you please doublecheck if you are in a position for 4 contracts. When I test the YM 06-10 on my end, PnL is reported as expected.

Please create a new SuperDOM and check if the issue persists. Post a screenshot of the issue as well, if possible.

[NinjaTrader_Ray]

Originally Posted by hotdog

The DOM does not seem to be working correctly.

It seems that the calculation of profit/loss of number of ticks (open trade) or $$ (if selected) is off by 1 or more ticks from last trade price.

Example: YM short 4 at 10711. Current last trade = 10708. Commission is $2.1 per side.

DOM shows $11.60 open profit. Should be $51.60. Looks like it may be based on bid/ask instead of last?

Using MB Trading live data - SIM account.
YM 06-10
ATM Strategy - 1 target

Also check Tools > Options in the Control Center, there is a "Use last price for PnL" option. When unchecked, bid/ask is used.

[hotdog]

Thanks, Ray. Looks like that was the problem. Also, I discovered the other problem with orders immediately being closed and strategy orders being canceled was due to DOM resetting the Parameter Type to Price instead of TICKS.

What is the purpose of this field?

Further testing shows that setting the DOM Parameter Type default to TICKS and closing/opening DOM, default is not saved. It continues to revert to Price instead of TICKS. Looks like a bug.

[NinjaTrader_Jason]

Hello hotdog,

The 'Parameter type' setting will set the format of values you enter in ATM strategy fields.

Could it be you have an ATM template selected in the SuperDOM that was created when 'Parameter type' was set to Price?

Please set 'ATM strategy' to None and set the 'Parameter type' setting to your liking. Click Set Default. Check if the setting is saved.

Your ATM strategy did not work as expected, because it submitted orders at prices that most likely rejected the orders.

[hotdog]

Thank you. I have tried your suggestion.

However, one additional step was required. The ATM Strategy had to be recreated under a new name or else the problem kept re-occurring every time a new DOM was opened.

Working well now, it seems.