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Retrieve exit price within a strategy
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Retrieve exit price within a strategy
Can some one please point me in the right direction to get the exit price when executing ExitLong() etc within a strategy? I can get the entry price with Position.AvgPrice but the exit price eludes me.
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Use the Performance.RealtimeTrades and Performance.AllTrades class, some examples can be found in the help guide.
Below is a quick example cut and paste from one of my older strategies, I can't remember 100% but think it works
Code:if (BarsSinceExit() >= 0 && Performance.RealtimeTrades.Count > 0) { Trade lastTrade = Performance.RealtimeTrades[Performance.AllTrades.Count - 1]; if (lastTrade != null) { string PnLText = null; System.Drawing.Color PnLColor = Color.CornflowerBlue; PnLText = "PnL: " + Instrument.MasterInstrument.Round2TickSize(Performance.RealtimeTrades.TradesPerformance.Points.CumProfit) + " points (" + Performance.RealtimeTrades.Count + " trades)\nLast: " + lastTrade.Entry.MarketPosition + " " + lastTrade.Entry.Price.ToString("0.00") + ", out " + lastTrade.Exit.Price.ToString("0.00"); if (lastTrade.ProfitPoints > 0) PnLText += " (+"; if (lastTrade.ProfitPoints < 0) PnLText += " ("; if (lastTrade.ProfitPoints == 0) PnLText += " ("; PnLText += lastTrade.ProfitPoints + ")\n "; if (Performance.RealtimeTrades.TradesPerformance.Points.CumProfit > 0) PnLColor = Color.CornflowerBlue; if (Performance.RealtimeTrades.TradesPerformance.Points.CumProfit < 0) PnLColor = Color.Maroon; DrawTextFixed("Realized PnL", PnLText, TextPosition.BottomLeft, PnLColor, new Font("Arial", 10), Color.Black, Color.Black, 5); } }
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