GetAtmStrategyRealizedProfitLoss
My Code snippet
else if (atmBUYStrategyId.Length > 0 && GetAtmStrategyMarketPosition(atmBUYStrategyId) == Cbi.MarketPosition.Flat) { /* Retrieve the profit or loss from the just-closed ATM strategy and round it to the nearest tick. This only updates after all targets or stops are filled (the position is flat). GetAtmStrategyRealizedProfitLoss can return values such as 99.9999999998 or 100.00000000012, which would be rounded to 100. */ realizedProfitLoss = Instrument.MasterInstrument.Round2TickSize(GetAtmStrategyRealizedProfitLoss(atmBUYStrategyId)); // Sum the profit to the running total. totalPL = totalPL + realizedProfitLoss; // Reset the strategy id and unrealized profit/loss variables because the strategy is now terminated. atmBUYStrategyId = string.Empty; unrealizedProfitLoss = 0; //DEBUG: Draw P&L After Each Trade Closes DrawText("P&L" + CurrentBar, "Last P/L: " + realizedProfitLoss.ToString(), 0, Close[1] + (40 * TickSize), Color.Green); DrawText("TotalP&L" + CurrentBar, "Total P/L: " + totalPL.ToString(), 0, Close[1] + (60 * TickSize), Color.Black); }
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