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Has anyone noticed an issue with TT's average entry price? It seems that for about a week now TT uses the average of all the day's same-direction entry prices for the current trade's average entry price. This can be real scary as you see your open P/L in the red by several thousand dollars. When the trade is flat, everything is accurate.
I use Velocity Futures and Sierra Charts and this showed up with a huge difference between the Internal and Actual values on the Trade Window. The Internal fields are calculated by Sierra, but the entry price in the Actual field is from the TT feed. (The Actual P/L is calculated by SC based on the Actual from TT).
I also noticed that Velocity's Customer Portal reported the same discrepancy. And apparently it is also affecting X-Trader users. Here's a thread on Sierra's forum about this: Internal vs Actual issue - Sierra Chart
If TT has a issue then it seems other brokers who supply their data would also be affected.
It has been driving me a bit insane, trying to figure out what is going on.
On a side note, do you concur that Velocity's portal is reporting PnL based on FIFO and not based on the 'actual' orders being executed via the SC DOM? For example, if my first lot is long at 1.4000 and then I take my fifth lot off for what should be +8 ticks at 1.4001, the portal shows a PnL of +0.0001 instead of +0.0008. Of course it all evens out in the end when you get flat, just a minor annoyance. I say minor, but it actually screws up the Velocity reporting tools on the portal for things like Win %.
I'm starting to have second thoughts about saying that SC is dealing with a boob at TT.
It's one thing for SC on their product forum to be candid about what they're experiencing in dealing with TT and another thing for me to characterize it in such a negative way. SC sure didn't say the TT person was a boob.
With that said how could TT and Velocity not have accountable individuals ready to address any issue Sierra Charts brings to them. TT and Velocity couldn't buy a better partner who concisely addresses software issues.
I haven't noticed Velocity's portal doing anything weird until Friday Sept 2. But I'm not sure I understand your example. If you enter at 1.4000 and exit at 1.4001, it's only 1 tick.
As for the avg entry price, it's incredible TT doesn't recognize there's a problem. Interestingly, when I attended your X-Trader webinar, I wasn't impressed with TT's presentation nor knowledge of their own product. However, for what I do I like their data feed. It's reliable and commensurate with Zenfire. And I use Sierra for charting and order entry.
I never scale in, so I haven't noticed what Velocity's portal does with this.
Sierra handles scale-ins by averaging the entry price of all the entries until flat. TT should be doing something similar, but now that TT doesn't start the average over when flat (only at the EOD), who knows what they're doing.
