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Unrealize PnL on Zorro and IB doesn't match #477653
07/19/19 16:22
07/19/19 16:22
Joined: Apr 2019
Posts: 30
Albay
M
marr Offline OP
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marr  Offline OP
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I was testing my strategy live on Zorro paper account and i found some weird behavior where the Unrealized PnL of Zorro and TWS doesn't match.
Here is what it looks like:

My AssetsList is copied from IB

Can someone explain why this is happening?

Attached Files
usdcad.png (99 downloads)
Last edited by marr; 07/19/19 16:23.
Re: Unrealize PnL on Zorro and IB doesn't match [Re: marr] #477656
07/19/19 21:39
07/19/19 21:39
Joined: Sep 2003
Posts: 861
Spirit Offline

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Posts: 861
I dont know a zorro variable for unrealized pnl, how do you calculate it?

Re: Unrealize PnL on Zorro and IB doesn't match [Re: Spirit] #477660
07/20/19 05:14
07/20/19 05:14
Joined: Apr 2019
Posts: 30
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marr Offline OP
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marr  Offline OP
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I don't have any user defined PnL, so i used the default from the manual ProfitOpen and I did not set it manually

Re: Unrealize PnL on Zorro and IB doesn't match [Re: marr] #477662
07/20/19 05:51
07/20/19 05:51
Joined: Sep 2003
Posts: 861
Spirit Offline

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Spirit  Offline

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I believe ProfitOpen is sum of all trades and is not the same as unrealized pnl. Which is an account parametre and for example does not include forex, which are summed under "cash".

Re: Unrealize PnL on Zorro and IB doesn't match [Re: marr] #477673
07/21/19 02:28
07/21/19 02:28
Joined: Aug 2018
Posts: 87
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OptimusPrime Offline
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Is this what you are looking for?

WinValLong
WinValShort
WinValTotal
Open profit of all currently winning trades.

LossValLong
LossValShort
LossValTotal
Open loss amount of all currently losing trades.

Last edited by OptimusPrime; 07/21/19 02:29.

Thanks so much,

OptimusPrime

Re: Unrealize PnL on Zorro and IB doesn't match [Re: marr] #477674
07/21/19 03:44
07/21/19 03:44
Joined: Apr 2019
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marr Offline OP
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marr  Offline OP
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Well i dont use any variable to display the unrealized PnL on zorro, it use the default whatever it is when showing on the panel. So i dont know why the values on what zorro panel are showing and my TWS doesnt match

Last edited by marr; 07/21/19 04:00.
Re: Unrealize PnL on Zorro and IB doesn't match [Re: marr] #477726
07/25/19 13:13
07/25/19 13:13
Joined: Jul 2017
Posts: 407
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Zheka Offline
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Zheka  Offline
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Judging from the screenshot and prices, the number displayed by Zorro is correct. You have to dig into TWS settings.

Re: Unrealize PnL on Zorro and IB doesn't match [Re: marr] #477727
07/25/19 13:24
07/25/19 13:24
Joined: Apr 2019
Posts: 30
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marr Offline OP
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marr  Offline OP
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it is weird that TWS follows only the info display on its platform so in Zorro display a winning / losing value, it doesnt match to the changes in TWS and these difference is huge like 10x.

Re: Unrealize PnL on Zorro and IB doesn't match [Re: marr] #477731
07/25/19 15:14
07/25/19 15:14
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Zheka Offline
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Is you account currency same in TWS and in Zorro?
Do you not have any other positions in TWS?
Do you see Zorro's trade immediately reflected in TWS with the same size, etc?

What does this
https://www.interactivebrokers.com/...altimeactivitymonitoring/fxportfolio.htm

show?

Re: Unrealize PnL on Zorro and IB doesn't match [Re: marr] #477732
07/25/19 15:30
07/25/19 15:30
Joined: Apr 2019
Posts: 30
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marr Offline OP
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marr  Offline OP
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1. yes both on USD
2. yes I tested it with one position open observed
3. yes both TWS and Zorro update in real time simultaneously
4. values on TWS reflect the same where the Unrealized Profit is = Realized profit when closed

Last edited by marr; 07/25/19 15:31.
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