Accurate PnLs for All Trades

[jeronymite]

Accurate PnLs for All Trades

Hi Chelsea. Thanks for your comments.

I would also be happy to submit a feature request in your behalf for a NinjaScript method that returns the unrealized PnL for an individual trade as part of the IOrder / Order classes.

Would you like me to do this?

Yes, please!

Which bugs are you referring to that need to be corrected?

The bugs are not in the code I have provided here -- they are as you previously confirmed here: http://ninjatrader.com/support/forum/showthread.php?t=65400

I can provide you with a list of consultants who would be happy to assist you in creating this logic.

Would you like this list?

No, thanks. I can do that -- my goal in asking was to ensure all considerations were taken into account and the functional need and the identified bugs were clear.

One thing you could assist with would be to let me know how to obtain the commission of an open trade.

Thanks!

[jeronymite]

Accurate PnLs for All Trades

Hi Chelsea. Thanks to your kind assistance, I have now produced code that calculates accurate PnLs for all individual trades, open or closed, long or short, JPY or non-JPY, standard TickSizes or microlots, with the exception that I have not yet incorporated the commission on an open trade into the open trade calculation. If you can advise on this last point, I would be most grateful.

Thanks!

[EDIT: I found the Commission in the Execution, so all is done. Thanks!]

[NinjaTrader_ChelseaB]

Hi jeronymite,

Actually, thank you for that link. I was meaning to update you and let you know that has been fixed for Beta 3. (I confirmed this myself)

With the execution override with the e.Rate, this is actually unsupported and I'm still not perfectly sure when this rate is calculated. But this seems to work fine for the script.

[jeronymite]

Accurate PnLs for All Trades

Thanks again, Chelsea. I appreciate the update.

Note that this will need to be fixed in NT7 also.

Thanks again for all your kind assistance!

[NinjaTrader_ChelseaB]

Hello jeronymite,

This has been reported as a day one bug for NinjaTrader 7, however, it will be up to the development department to decide to correct this for NinjaTrader 7.

Also, I have submitted a feature request to add to the IOrder object a way to track the unrealized PnL in your behalf.

Please let me know if you have any other feature requests.

[jeronymite]

Accurate PnLs for All Trades

Thanks again, Chelsea.

This has been reported as a day one bug for NinjaTrader 7, however, it will be up to the development department to decide to correct this for NinjaTrader 7.

Given that Ray has indicated that NT7 will be downloadable for years, I would hope that the requirement for this fix would not be in any doubt. Thanks.

[jeronymite]

Accurate PnLs for All Trades

Just seeking an update on this. Thanks.

[NinjaTrader_ChelseaB]

Hello jeronymite,

It is up to our development to decide if and when a feature request will be implemented. Not all feature requests will be implemented.

This request is being tracked with ID #SFT-520 and has not been implemented at this time but may still be possibly implemented in the future.