Performance.AllTrades. class

[gg80108]

Is there any reference as to the options available for the Performance.AllTrades. class?? I'm interested in how to calculate the "Realized" and "Unrealized" that shows on the strategy tab..
I do have the samplePNL script which has good stuff, but cant seem to calculate the above mentioned.
i also checked lot http://www.ninjatrader-support.com/H...ollectionClass but kinda slim on whats available

[NinjaTrader_JoshP]

Trades class shows you end of trade results where you can aggregate to get Realized PnL. http://www.ninjatrader-support.com/H...nceValuesClass

For Unrealized PnL you need to use this: http://www.ninjatrader-support.com/H...?GetProfitLoss

[BradB]

Is there anyway to get Unrealized PnL intrabar? I'm running it " Position.GetProfitLoss(Close[0], PerformanceUnit.Currency) " in "OnMarketData" with a Print and it doesn appear to be updating until endofbar. Thx.

[NinjaTrader_JoshP]

BradB,

If you run your strategy CalculateOnBarClose = false you should get it updated every single tick.

[BradB]

Yeah Josh, that's what I'm doing now. I didn't want my order routing firing off orders every new tick update, but I got around that. Sorry for not explaining myself very well.

Thx.

[BradB]

Ok, I guess I'm back to the original question. If I use CalculateOnBarClose = false it throws of my evaluation criteria, such as a CCI zero corss that may happen numerous times intrabar. It appears I need to run this Strategy with CalculateOnBarClose = true.

That being the case, is there a way I can the Unrealized PnL intrabar? Shouldn't it work by putting it in "OnMarketData"?

[NinjaTrader_JoshP]

No, GetProfitLoss() is calculated based off of Close[0]. If you are only updating at the end of each bar, well, Close[0] is only updated once and as such GetProfitLoss() updates once.

Run with CalculateOnBarClose = false and then just filter parts of your code to calculate once at the end of the bar.

if (FirstTickOfBar)
{
     // Do something at the end of the bar. All bar referencing needs to be indexed back one so [0] would now be [1]. FirstTickOfBar is the same event as the closing of the prior bar.
}