What is the preferred method for obtaining individual performance information?
Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Tracking Performance of Multiple Strategies on Same Instrument
Collapse
X
-
Tracking Performance of Multiple Strategies on Same Instrument
Hello, I want to run 6 different strategies on the ES and track the individual P/L performance of each strategy. If I use the Performance.AllTrades.TradesPerformance.Currency.C umProfit it seems to include all P/L from all 6 strategies.
What is the preferred method for obtaining individual performance information?Tags: None
-
Mikefra,
I would suggest in this case using separate simulation accounts.
The reasons can be read about here : http://www.ninjatrader.com/support/h..._account_p.htm
Here is more information on using multiple simulation accounts : http://www.ninjatrader.com/support/h...n_accounts.htmAdam P.NinjaTrader Customer Service
-
protected override void OnBarUpdate()
{
if (Bars.FirstBarOfSession)
{
// Store the strategy's prior cumulated realized profit and number of trades
priorTradesCount = Performance.RealtimeTrades.Count;
priorTradesCumProfit = Performance.RealtimeTrades.TradesPerformance.Curre ncy.CumProfit;
}
if (Performance.RealtimeTrades.TradesPerformance.Curr ency.CumProfit - priorTradesCumProfit > 0
&& Performance.RealtimeTrades.Count - priorTradesCount >= 1)
{
targetReachedToday = true;
}
if (Performance.RealtimeTrades.TradesPerformance.Curr ency.CumProfit - priorTradesCumProfit < 0
&& Performance.RealtimeTrades.Count - priorTradesCount > 0)
{
trySecondLevel = true;
}
if (Performance.RealtimeTrades.Count - priorTradesCount > 1)
{
trySecondLevel = false;
targetReachedToday = true;
}
if (CurrentBar < 2) return;
if (Time[0].DayOfWeek != Time[1].DayOfWeek) // new day, reset bool flag
{
targetReachedToday = false;
trySecondLevel = false;
}
DrawTextFixed("MyTag0", ("The strategy has taken " + Performance.RealtimeTrades.Count + " real-time trades."), TextPosition.TopRight);
DrawTextFixed("MyTag1", ("SecondLevel=" + trySecondLevel + " TargetReached=" + targetReachedToday), TextPosition.BottomLeft);
DrawTextFixed("MyTag2", (Performance.RealtimeTrades.Count - priorTradesCount).ToString(), TextPosition.TopLeft);
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by geddyisodin, Yesterday, 05:20 AM
|
8 responses
49 views
0 likes
|
Last Post
by geddyisodin
Today, 10:34 AM
|
||
Started by DayTradingDEMON, Today, 09:28 AM
|
3 responses
19 views
0 likes
|
Last Post Today, 10:23 AM | ||
Started by Stanfillirenfro, Today, 07:23 AM
|
9 responses
23 views
0 likes
|
Last Post Today, 10:16 AM | ||
Started by George21, Today, 10:07 AM
|
0 responses
8 views
0 likes
|
Last Post
by George21
Today, 10:07 AM
|
||
Started by navyguy06, Today, 09:28 AM
|
1 response
7 views
0 likes
|
Last Post Today, 09:54 AM |
Comment