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Search: Posts Made By: mborin
Forum: NinjaTrader December 1st, 2013, 06:54 PM
Replies: 11
Views: 4,395
Posted By mborin
Could someone show some code that can be used...

Could someone show some code that can be used inside of a strategy to manage LIFO internally?
Forum: NinjaTrader December 1st, 2013, 09:27 AM
Replies: 11
Views: 4,395
Posted By mborin
This bug can easily be duplicated by using chart...

This bug can easily be duplicated by using chart trader on replay mode. Just pick a time frame that you are familiar with and make a few entrees then exit the last one with a limit order. You will...
Forum: NinjaTrader December 1st, 2013, 12:08 AM
Replies: 11
Views: 4,395
Posted By mborin
Say I'm going Long. If I am holding 10 positions...

Say I'm going Long. If I am holding 10 positions and then I exit my last entree at a profit the Unrealized PnL needs to decrease back to what it was when I had 9 positions. Then the profit that was...
Forum: NinjaTrader November 30th, 2013, 10:29 PM
Replies: 11
Views: 4,395
Posted By mborin
Please note that I am not outlining a particular...

Please note that I am not outlining a particular strategy. I simply want to bring attention to how Avg. Price is calculated when using LIFO method for position entrees. NT algorithm is incorrect in...
Forum: NinjaTrader November 30th, 2013, 06:46 PM
Replies: 11
Views: 4,395
Posted By mborin
Am I the only one who noticed this bug on NT 7.0.1?

I think there's a bug in the way NT determines average price when using LIFO method. If I hold multiple positions and the last one becomes profitable I sell it and my average price improves. But the...
Showing results 1 to 5 of 5

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