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Account + Cum net Profit

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    Account + Cum net Profit

    Hi NT,

    I am backtesting a strategy on the Sim101 account which has $100,000 assigned to it.
    I use some logic that risks 1.5% of this amount on every trade.

    Code:
    cashValue = myAccount.Get(AccountItem.CashValue, Currency.UsDollar);	
    AccountRisk = (0.015)*cashValue;
    This is great, but I am seeing that the cashValue stays at 100k for the life of the backtest.
    I would expect this number to update (rise and fall) as the strategy takes trades.
    Account value should be = account value +/- Cumulative Net Profit.
    I also tried TotalCashBalance, but this returns zero.
    Any idea how I can access the equity throughout the life of the backtest instead of just the static starting value of 100k ?

    Code:
    cashValueNet = myAccount.Get(AccountItem.TotalCashBalance, Currency.UsDollar);
    Thanks
    AK

    #2
    Hello akvevo,

    Thanks for opening the thread.

    After looking into this further, it would not be possible to get the account information for orders made historically as those trades are not submitted to an account.

    While the Strategy Analyzer uses an Account name of "Backtest," the orders are submitted historically and will not update on the simulated orders in the Analyzer.

    You would have to add your own logic for handling cash value in historical trades to get the equity throughout the backtest.

    Please let me know if I can be of further assistance.
    Last edited by NinjaTrader_Jim; 07-19-2017, 08:29 AM.
    JimNinjaTrader Customer Service

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