Attention!

poseidon_sthlm · 03-09-2010, 08:18 AM

Hi!
For money management reasons I want to stop my strategy if the ratio of winning and loosing trades during the last 30 days falls below X%. How can I do this? I can't find a way to use the strategy performance methods with a time property.

/Regards

NinjaTrader_Josh · 03-09-2010, 09:11 AM

poseidon_sthlm,

Unfortunately there is no built in function for this. You will have to custom program your own.

poseidon_sthlm · 03-10-2010, 02:48 AM

Ok, I got it. The key is to use the DateTime objekt TIME in the IExecution object returned by the trade property EXIT

Code:

Trade trade;

trade.Exit.Time

wahooj · 06-11-2010, 09:13 AM

Hi poseidon_sthlm,

How are you checking the performance of the last 30 days. Are you checking if today's date is > 30 days ago and then applying your win/loss formula? Does it work for backtesting?

-thx

03-09-2010, 08:18 AM	#1
poseidon_sthlm Senior Member Join Date: Aug 2009 Posts: 153 Thanks: 11 Thanked 5 times in 4 posts	Counting the number of loosing and winning trades during the last 30 days Hi! For money management reasons I want to stop my strategy if the ratio of winning and loosing trades during the last 30 days falls below X%. How can I do this? I can't find a way to use the strategy performance methods with a time property. /Regards
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03-09-2010, 09:11 AM	#2
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 107 times in 70 posts	poseidon_sthlm, Unfortunately there is no built in function for this. You will have to custom program your own. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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03-10-2010, 02:48 AM	#3
poseidon_sthlm Senior Member Join Date: Aug 2009 Posts: 153 Thanks: 11 Thanked 5 times in 4 posts	Ok, I got it. The key is to use the DateTime objekt TIME in the IExecution object returned by the trade property EXIT Code: Trade trade; trade.Exit.Time
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06-11-2010, 09:13 AM	#4
wahooj Member Join Date: Mar 2010 Posts: 30 Thanks: 0 Thanked 0 times in 0 posts	Hi poseidon_sthlm, How are you checking the performance of the last 30 days. Are you checking if today's date is > 30 days ago and then applying your win/loss formula? Does it work for backtesting? -thx
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