Total Account Realized and Unrealized PnL with Commissions

[Light]

Guys, I am trying to put limits in my NT7 strategies that will stop them from trading when my total account value, realized and unrealized, including commissions, reaches a maximum or minimum on the day. Is there a method (perhaps unsupported) to determine this information across all running strategies on a given account in NT7? The total account realized+unrealized value including commissions? GetAccountValue(AccountItem...) has only a few options, and none contain this important information.

Thank you for your help!

Best wishes,

Light

[NinjaTrader_JoshG]

Hello Light,
Thanks for your post.

Yes, it is possible to stop your strategy from trading after the unrealized, realized, or unrealized+realized reaches a certain amount. This would require that you code this into your script with logic by looping through the orders collection. Please see the following links for two examples on how to create a daily stop loss for your strategy.

DailyLossLimitExample_NT7 - http://ninjatrader.com/support/forum...241#post451241

DailyLossLimitMultiTradeExample_NT7 - http://ninjatrader.com/support/forum...367#post475367

Please let me know if you have any questions.

[Light]

Thank you for the note Josh. I have read through Chelsea's zip files in your response and to my knowledge they will not be of use for the problem I described. Isn't the Performance method specific to each strategy alone? I am seeking the current unrealized+realized+commission value for the entire account, summing all running strategies combined, even when those strategies are running on different markets and different charts. For example, suppose I have three strategies running on three different markets, each with their own chart, and all three have open positions. How do I find the total unrealized profit + realized profit + commissions for all three strategies combined -- in other words, for the Account as whole, in total? NT7's Market Analyzer has this information, and in principle, GetAccountValue(AccountItem.CashValue) would contain its equivalent, if this value were updated every tick on all open positions. But I see no simple way to obtain this information in NinjaScript. Have I missed something, or misunderstood?

Thank you again for your help,

Best wishes,

Light

[NinjaTrader_ChrisL]

Hello Light,

Thank you for the reply.

It is not supported to access the account information in NinjaTrader 7, but here is an example of doing so:

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/70604-close-and-cancel-all-positions-first?postcount=2

In NinjaTrader 8, accessing account information is fully supported through the Account class.

Please let me know if I can assist further.

[pstrusi]

Hi Chris, a quick question:

is the method " GetAccountValue()" totally reliable working with the real InteractiveBroker account?

Thanks!

[NinjaTrader_ChrisL]

Hello pstrusi,

Thank you for the post.

I was able to get Interactive Brokers account values with GetAccountValue. I have attached a test script that you can use, it will only print to the Output window and not place any trades.

Please let me know if I can assist further.

[elliot5]

I use a multi-instrument strategy with 34 added instruments and kinetick and IB connections. Does not print... Ideas why? Regards and many thanks guys.


Print("Open PnL: " + PositionAccount.GetUnrealizedProfitLoss(Performanc eUnit.Currency, Close[0]));

[bltdavid]

With so little information to gone on, my best idea is this:
You're probably doing something wrong somewhere in your code.

Seriously, how is anyone supposed to have any 'ideas'
with such a minimal description?

Does your strategy take any trades?
Where is the above 'Print' statement being executed from?
Any error messages in the Log tab?
Are you taking trades in all 34 instruments, or just one or two?
Has this strategy ever worked before?
I mean, how new is this Print statement relative to the rest of the code?

I can think of dozens of questions ...

And finally:
You should probably have started a new thread so that it could be
dedicated to your specific issue ... IMHO, hijacking previous threads
is not the best way to introduce new private issues, even if they are
somewhat related. I know NT support prefers new threads for
new issues.

[NinjaTrader_ChrisL]

Hi elliot5, thanks for your question.

Make sure the Print statement is actually being called, add another Print Statement above to confirm this.

To keep things organized, use these Print statements in only one of the BarsInProgress indices e.g.

OnBarUpdate()
{
    if(BarsInProgress == 0)
    {

        Print("About to check Account UnrealizedProfitLoss");
        Print("Open PnL: " + PositionAccount.GetUnrealizedProfitLoss(PerformanceUnit.Currency, Close[0]));

    }
}

If you are seeing the first print but no print for the second statement, check the log tab of your Control Center for errors, and please provide some more details on how GetUnrealizedProfitLoss is used in the script.

Kind regards.