NinjaScript > Language Reference > Strategy > TradeCollection

Definition

Performance profile of a collection of Trade objects.

Methods and Properties

AverageBarsInTrade	A double value representing the average number of bars per trade
AverageEntryEfficiency	A double value representing the average entry efficiency
AverageExitEfficiency	A double value representing the average exit efficiency
AverageTimeInMarket	A TimeSpan value representing quantity-weighted average duration of a trade
AverageTotalEfficiency	A double value representing the average total efficiency
TotalCommission	A double value representing the total commission
Currency	Gets a TradesPerformanceValues object in currency
GrossLoss	A double value representing the gross loss
GrossProfit	A double value representing the gross profit
LongestFlatPeriod	A TimeSpan value representing longest duration of being flat
MaxConsecutiveLoser	An int value representing the maximum number of consecutive losses seen
MaxConsecutiveWinner	An int value representing the maximum number of consecutive winners seen
MaxTime2Recover	A TimeSpan value representing maximum time to recover from a draw down
MonthlyStdDev	A double value representing the monthly standard deviation
MonthlyUlcer	A double value representing the monthly Ulcer index
NetProfit	A double value representing the net profit
Percent	Gets a TradesPerformanceValues object in percent
PerformanceMetrics	An array of custom NinjaScript performance metrics
Pips	Gets a TradesPerformanceValues object in pips
Points	Gets a TradesPerformanceValues object in points
ProfitFactor	A double value representing the profit factor
R2	A double value representing the R-squared value
RiskFreeReturn	A double value representing the risk free return rate
SharpeRatio	A double value representing the Sharpe Ratio
SortinoRatio	A double value representing the Sortino Ratio
Ticks	Gets a TradesPerformanceValues object in ticks
TotalQuantity	An int value representing the total quantity
TotalSlippage	An double value representing the total slippage. This is presented in points, I.E. 0.25 for 1 execution on E-mini S&P 500 Futures.
TradesCount	An int value representing the trades count
TradesPerDay	An int value representing the avg trades per day

Definition

Methods and Properties

Examples

protected override void OnBarUpdate()

{

// Only trade if you have less than 5 consecutive losers in a row

if (SystemPerformance.RealTimeTrades.TradesPerformance.MaxConsecutiveLoser < 5)

{

// Trade logic here

}

}