I am trying to trade the ES spread ( buy the Mini ES existing contract and sell the future March contract). This works fine when I am paper trading using Rhitmic data on a simulation account; however, it doesn’t work on the real account as the system weirdly opens the third position.
Here is a screenshot of the buy and sell positions on the paper trading account. Works fine. (Photo 1)
The profit loss statement on the paper account also confirms this (Photo 2). It includes fees for two open legs.
However, when trading on a real account, the system opens the third instrument (which I guess is the spread on ES Dec - ES March) besides the buy-and-sell leg. I can’t understand why the third trade opens. In fact, only the P/L on the third instrument counts toward the balance without taking into consideration what happens with the other two open (buy and sell) positions when I close them.
(Photo 3).
The data feed is from Rhthmic. Why is it happening? Do I need to turn something off on Ninjatrader or I am missing something? THANKS!