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Trade.ProfitPoints equals Trade.ProfitCurrency

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    Trade.ProfitPoints equals Trade.ProfitCurrency

    Hi. I've noticed when doing trade analysis that a trade's ProfitPoints is the same as ProfitCurrency in RC2. I've had to implement ProfitPoints as ProfitCurrency/Quantity for now.

    thanks

    #2
    Hello Filipeh,

    Thank you for your note.

    What instrument are you applying this to? For example ES 12-16 or SPY.

    I look forward to your reply.
    Alan P.NinjaTrader Customer Service

    Comment


      #3
      I've last noticed it on TNA. Not sure if other instruments are affected.

      Comment


        #4
        Hello Filipeh,

        It would be expected that ProfitPoints is the same as ProfitCurrency when using a stock. This would not be the case when looking at futures as futures, as ProfitCurrency=ProfitPoints*TickSize. Stocks tick value is 1 cent while futures are multiplied by a factor, for example $50 for the ES.

        Please let us know if you need further assistance.
        Alan P.NinjaTrader Customer Service

        Comment


          #5
          Thanks

          According to documentation, this is not true. I am having to calculate unit profit by dividing ProfitCurrency by Quantity. This behaviour change has affected code that works in NT7.They should not be the same as per documentation.

          ProfitPips
          A double value representing profit in pips for one traded unit.
          ProfitPoints
          A double value representing profit in points for one traded unit.
          ProfitTicks
          A double value representing profit in ticks for one traded unit.

          Comment


            #6
            Hello Filipeh,

            Thank you for bringing this to our attention, the helpguide will be updated soon.

            Please let us know if you need further assistance.
            Alan P.NinjaTrader Customer Service

            Comment

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