Performance All trades strategy analyzer issue

[mirkocero]

Hi at all!
I have a strategy that all days resets a SystemPerformance.AllTrades.TradesPerformance.Curr ency.CumProfit .
In the summary,( in the total net profit of all trades) i look the result of the last day, not the sum of long and short trades!

I attached a screenshot that show better the problem.

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

Would you be able to provide a sample script that demonstrates what you have posted?

I am unsure what code or logic is being used in the script to generate the values you have provided in the image.

If I am able to duplicate this on my end or see the logic being used I may be able to assist further in finding the reason.

I look forward to being of further assistance.

[mirkocero]

This is the script:

if ( Bars.IsFirstBarOfSession == true )

{
SystemPerformance.AllTrades.TradesPerformance.Curr ency.CumProfit = 0;
}

double cumProfit = SystemPerformance.AllTrades.TradesPerformance.Curr ency.CumProfit;
double curPosition = Position.GetUnrealizedProfitLoss( PerformanceUnit.Currency, Close[0] );
double totCumProfit = cumProfit + curPosition ;

if( totCumProfit > dailyProfit ||
totCumProfit < -dailyLoss )
{
CancelOrder( );
_CloseLong = SubmitOrderUnmanaged();
}

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

You are resetting the value of CumProfit to 0 which is not fully resetting the account as you are trying to do.

As an example, if you run this code and then open the Realtime report, they would not match as soon as you have set 0 to this property.

We have a sample that shows how to correctly "reset" for each day, in reality no data is reset or removed you simply do not use that portion of data in the equation.

http://ninjatrader.com/support/forum/showthread.php?t=4084

I look forward to being of further assistance.