• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Average Trade

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

    Average Trade

    I'm trying to develop an indicator to use in a Market Analyzer that simply will display the average trade in the contract's native currency. Using the column names in Market Analyzer that would be Realized PnL divided by Traded Contracts. With posibly having an input option to include Unrealized PnL.

    If I use Performance.AllTrades.Count I get the following error:
    "The name Performance does exisit in the current context."

    So a couple of questions if I may:

    1) How do I get rid of this error?

    2) Is this the proper formula to get what I'm looking for:
    Performance.AllTrades.Performance.Currency.CumProf it/Performance.AllTrades.Count

    3) The best I can tell the code completion (the drop down list after typing a ".") does not seem to work?

    4) Is there no F1 help? I would assume I could click on the word Performance and hit F1 and go to some help that would explain everything Performance can do and how to use it.

    5) Where is there some help explaining everything Performance can do.

    6) Are there any special coding tips for indicators that are just going to be used in Market Analyer?

    7) Is there some way to set up the indicator such that it only updates anytime a trade is completed instead of tick-by-tick (or bar-by-bar)?

    Here is what I've got:

    [Description("Realized PL / Total Trades")]
    [Gui.Design.DisplayName("aaAvg Trade")]
    public class aaAvgTrade : Indicator
    {
    #region Variable;
    double avgTrade;
    #endregion

    protected override void Initialize()
    {
    avgTrade=0.0;
    Add(new Plot(Color.Orange, PlotStyle.Line, "AvgTrade"));
    CalculateOnBarClose = false;
    Overlay = false;
    PriceTypeSupported = false;
    }

    protected override void OnBarUpdate()
    {
    avgTrade = Performance.AllTrades.Count;

    if (avgTrade != 0)
    avgTrade =
    Performance.AllTrades.Performance.Currency.CumProf it / avgTrade;

    AvgTrade.Set(avgTrade);
    }

    #2
    The Performance object is not available in the Indicator class. There is no currently supported approach to get what you want done.

    4) Context sensitive help within NinjaScript Editor is not supported.

    6) Nothing that I can think of.

    7) Not at this time.
    RayNinjaTrader Customer Service

    Comment


      #3
      Then could I make a request to add "Average Trade" to the column choices in Market Analyzer?

      Comment


        #4
        Will put this on our list for future enhancement consideration.
        RayNinjaTrader Customer Service

        Comment


          #5
          If you happen to consider it further, this would be the round turn average trade so using the column names of Market Analyzer it would be:

          Realized PnL / ( Traded Contracts * 0.5 )

          Comment

          Latest Posts

          Collapse

          Topics Statistics Last Post
          Started by sun0781, Today, 05:02 PM
          0 responses
          6 views
          0 likes
          Last Post sun0781
          by sun0781
           
          Started by ronhb107, 09-12-2019, 10:09 AM
          4 responses
          41 views
          0 likes
          Last Post Mr.Trader  
          Started by rwilliam, Today, 03:55 PM
          0 responses
          3 views
          0 likes
          Last Post rwilliam  
          Started by asmmbillah, Today, 03:42 PM
          2 responses
          8 views
          0 likes
          Last Post asmmbillah  
          Started by NT-Roland, Today, 03:25 PM
          0 responses
          7 views
          0 likes
          Last Post NT-Roland  
          Working...
          X