I think I found a bit of a PNL calculation bug. I can reproduce it, I created a basic strategy that enters 10k long on bar 25, and then 20k short on bar 50. Both have a set profit target of 50pips. When one of the profit targets is hit the PNL is way out.
#region Using declarations using System; using System.Collections.Generic; using System.ComponentModel; using System.ComponentModel.DataAnnotations; using System.Linq; using System.Text; using System.Threading.Tasks; using System.Windows; using System.Windows.Input; using System.Windows.Media; using System.Xml.Serialization; using NinjaTrader.Cbi; using NinjaTrader.Gui; using NinjaTrader.Gui.Chart; using NinjaTrader.Gui.SuperDom; using NinjaTrader.Data; using NinjaTrader.NinjaScript; using NinjaTrader.Core.FloatingPoint; using NinjaTrader.NinjaScript.Indicators; using NinjaTrader.NinjaScript.DrawingTools; #endregion //This namespace holds Strategies in this folder and is required. Do not change it. namespace NinjaTrader.NinjaScript.Strategies.PH { public class phStrat1 : Strategy { protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @"Go long at bar 50"; Name = "phStrat1"; Calculate = Calculate.OnBarClose; EntriesPerDirection = 1; EntryHandling = EntryHandling.AllEntries; IsExitOnSessionCloseStrategy = false; ExitOnSessionCloseSeconds = 30; IsFillLimitOnTouch = false; MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix; OrderFillResolution = OrderFillResolution.Standard; Slippage = 0; StartBehavior = StartBehavior.WaitUntilFlat; TimeInForce = TimeInForce.Gtc; TraceOrders = false; RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose; StopTargetHandling = StopTargetHandling.PerEntryExecution; BarsRequiredToTrade = 20; dir = true; } else if (State == State.Configure) { } } protected override void OnBarUpdate() { //Add your custom strategy logic here. if(CurrentBar == 25 && dir == true){EnterLong(10000,"Long");} if(Position.MarketPosition==MarketPosition.Long) { SetProfitTarget("Long",CalculationMode.Pips,50); } if(CurrentBar == 50 && dir == false){EnterShort(20000,"Short");} if(Position.MarketPosition==MarketPosition.Short) { SetProfitTarget("Short",CalculationMode.Pips,50); } } #region Properties [NinjaScriptProperty] [Display(Name="Dir", Order=3, GroupName="Settings")] public bool dir { get; set; } #endregion } }
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