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Unrealised and Realised P/L

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    Unrealised and Realised P/L

    Hello

    To find the unrealised P/L of open positions I use the following...

    UnRe0 = Positions[0].GetProfitLoss(Closes[0][0], PerformanceUnit.Currency);
    UnRe1 = Positions[1].GetProfitLoss(Closes[1][0], PerformanceUnit.Currency);
    UnRe2 = Positions[2].GetProfitLoss(Closes[2][0], PerformanceUnit.Currency);
    etc.

    Each instrument enters and exits independently in the same script, so how do I find the realised P/L of each instrument after it has closed out?

    Thx!

    #2
    Hello,

    Thanks for your post.

    The realized PNL, for the strategy (all instruments), can be obtain through: http://ninjatrader.com/support/helpG...?cumprofit.htm

    Regrettably there is no method to separate out the instruments realized PNL in a multiseries script. You would need to create local variables to accomplish your goals.
    Paul H.NinjaTrader Customer Service

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