PnL #s wrong (6.5.0.7)

[SteveB]

I am running 5 flavors of the same strategy (diff Data Series) and have a Static Super DOM open. After a few fills; The PnL in the DOM is way off; Avg Prc used in calc way off...so Control Center/Strategies/Unrealized never matches DOM.

And Control Center/Strategies/Realized never matches Control Center/Accounts/Realized PnL.

Can't trust Control Center/Strategies/UnRealized because the Realized is wrong...

At the end of the day I can reconcile Executions with Realized PnL.

[NinjaTrader_Ray]

That could be the case.

- A strategy can include historical fills in its reported PnL
- If a strategy is in a position as it is started, a virtual execution will be included in its PnL
- Right click on a strategy --> Performance --> Real-Time only. This should closely match the Performance Tab however...this can include a virtual execution.

[SteveB]

First line in OnBarUpdate:

// Make sure this strategy does not execute against historical data
if (Historical)
return;

I wipe the slate clean with Tools/Options/Simulator/Reset before each round of testing...

[NinjaTrader_Ray]

Great.

So if you start the day fresh (no executions) run a single strategy, terminate it. Performance should match what is in the Account Performance. If you run multiple strategies on the same market in the same day, the account performance for sure will be different based since your trade pairings are create from executions at the account level independant of a strategy.

[SteveB]

I unchecked Tools/Options/General/Use last price for PnL & Use FIFO for position... and all is well.

I am guessing the problem with the DOM may be in the FIFO calc...