So, I programmed it and i can get the Realized PnL. That is Orders that were filled and have been closed either by Stop or Target.
Now I want to get the PnL for orders that have been filled but have not been closed. That is, i am in a position and on bar close of some time frame, i want to calculate the PnL for the Orders that I am still in.
I used GetAtmStrategyUnrealizedProfitLoss but I am not getting anything back.
Any ideas?
Thanks!
B
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