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Total PnL Day Low Metric
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Total PnL Day Low Metric
I’m trying to get a very simple metric (imo) and I don’t know how to do it. It’s not the max drawdown that I see on the trade performance window. As I I understand, max drawdown calculates it from a peak. I’m trying to see the lowest point of my account at any given day relative to the starting net liquidation of the day. The lowest point in Total PnL (realized and unrealized). So if I start with $10,000 and my net liquidation (realized or unrealized) gets to $9,000 at its lowest through out the day, I want to see that metric. In this case, the metric would show: -$1,000. The name would probably be Max Daily Account drawdown? Or Min Account Bal? I hope somebody can help me because this is for me essential.Tags: None
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Hello Zuboshi08,
Welcome to the NinjaTrader forums!
I'm not certain that this already exists, but it is possible to make custom metric scripts with your own logic.
Below is a link to the help guide.
As well as an example custom performance metric script.
Is it possible to access the Optimization Context from within an Optimizing Strategy. I need to record some metadata related to the optimization, I was hoping
The net liquidation you will likely need to calculate yourself as well.
Chelsea B.NinjaTrader Customer Service
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